On DS-optimal design matrices with restrictions on rows or columns

DOI10.1007/S00184-006-0043-1zbMATH Open1100.62074OpenAlexW1971214922MaRDI QIDQ851232FDOQ851232

Authors: Alexander Zaigraev 

Publication date: 17 November 2006

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0043-1

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zbMATH Keywords

majorizationSchur-convex functionCL vectordistance stochastic criterion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

Cites Work

• Linear Statistical Inference and its Applications
• Title not available (Why is that?)
• The multivariate normal distribution
• Inequalities: theory of majorization and its applications
• \(L_p\)-optimality for regression designs with heteroscedastic errors
• \(D\)-optimal designs with Hadamard matrix
• Distance optimality design criterion in linear models
• Shape optimal design criterion in linear models
• Majorization for A-optimal designs
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (2)

• A-optimal design matricesX=(x_ij)_N×nwithx_ij=−1,0,1^∗
• Regular A-optimal design matrices \(X = (x_{ij})\) with \(x_{ij}= - 1, 0, 1\)

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