It is shown that the Fedorov procedure for finding $L$-optimal designs always converges to an $L$-optimal design, even when the limiting design is singular. Two lemmas are given first. An example illustrates the case of singular limiting design.
Publié le : 1977-07-14
Classification:
Optimal experimental designs,
iterative procedure,
regression model,
$L$-optimal design,
information matrix,
62K05
@article{1176343902,
author = {Tsay, Jia-Yeong},
title = {A Convergence Theorem in $L$-Optimal Design Theory},
journal = {Ann. Statist.},
volume = {5},
number = {1},
year = {1977},
pages = { 790-794},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343902}
}
Tsay, Jia-Yeong. A Convergence Theorem in $L$-Optimal Design Theory. Ann. Statist., Tome 5 (1977) no. 1, pp. 790-794. http://gdmltest.u-ga.fr/item/1176343902/