General Equivalence Theory for Optimum Designs (Approximate Theory)

Kiefer, J.

Ann. Statist., Tome 2 (1974) no. 1, p. 849-879 / Harvested from Project Euclid

Résumé

For general optimality criteria $\Phi$, criteria equivalent to $\Phi$-optimality are obtained under various conditions on $\Phi$. Such equivalent criteria are useful for analytic or machine computation of $\Phi$-optimum designs. The theory includes that previously developed in the case of $D$-optimality (Kiefer-Wolfowitz) and $L$-optimality (Karlin-Studden-Fedorov), as well as $E$-optimality and criteria arising in response surface fitting and minimax extrapolation. Multiresponse settings and models with variable covariance and cost structure are included. Methods for verifying the conditions required on $\Phi$, and for computing the equivalent criteria, are illustrated.

Détail

Publié le : 1974-09-14
Classification:  Optimum experimental designs,  equivalence theory of designs,  $D$-optimality,  $A$-optimality,  $E$-optimality,  iterative design optimization,  large eigenvalues,  62K05