Bayesian Optimal Designs for Linear Regression Models
El-Krunz, Sadi M. ; Studden, W. J.
Ann. Statist., Tome 19 (1991) no. 1, p. 2183-2208 / Harvested from Project Euclid
A Bayesian version of Elfving's theorem is given for the $\mathbf{c}$-optimality criterion with emphasis on the inherent geometry. Conditions under which a one-point design is Bayesian $\mathbf{c}$-optimum are described. The class of prior precision matrices $R$ for which the Bayesian $\mathbf{c}$-optimal designs are supported by the points of the classical $\mathbf{c}$-optimal design is characterized. It is proved that the Bayesian $\mathbf{c}$-optimal design, for large $n,$ is always supported by the same support points as the classical one if the number of support points and the number of regression functions are equal. Examples and a matrix analog are discussed.
Publié le : 1991-12-14
Classification:  Elfving's theorem,  Bayesian $\mathbf{c}$-optimality,  62K05,  62J05
@article{1176348392,
     author = {El-Krunz, Sadi M. and Studden, W. J.},
     title = {Bayesian Optimal Designs for Linear Regression Models},
     journal = {Ann. Statist.},
     volume = {19},
     number = {1},
     year = {1991},
     pages = { 2183-2208},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348392}
}
El-Krunz, Sadi M.; Studden, W. J. Bayesian Optimal Designs for Linear Regression Models. Ann. Statist., Tome 19 (1991) no. 1, pp.  2183-2208. http://gdmltest.u-ga.fr/item/1176348392/