Coherent dispersion criteria for optimal experimental design
Dawid, A. Philip ; Sebastiani, Paola
Ann. Statist., Tome 27 (1999) no. 4, p. 65-81 / Harvested from Project Euclid
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We characterize those coherent design criteria which depend only on the dispersion matrix (assumed proper and nonsingular) of the “state of nature,” which may be a parameter-vector or a set of future observables, and describe the associated decision problems. Connections are established with the classical approach to optimal design theory for the normal linear model, based on concave functions of the information matrix. Implications of the theory for more general models are also considered.
Publié le : 1999-03-14
Classification:  Bayesian decision theory,  coherence,  concavity,  dispersion standard,  optimal design,  optimality criterion,  proper scoring rule,  uncertainty function,  62K05,  62C10 
@article{1018031101,
     author = {Dawid, A. Philip and Sebastiani, Paola},
     title = {Coherent dispersion criteria for optimal experimental
			 design},
     journal = {Ann. Statist.},
     volume = {27},
     number = {4},
     year = {1999},
     pages = { 65-81},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1018031101}
}

Dawid, A. Philip; Sebastiani, Paola. Coherent dispersion criteria for optimal experimental
			 design. Ann. Statist., Tome 27 (1999) no. 4, pp.  65-81. http://gdmltest.u-ga.fr/item/1018031101/