Elfving's Theorem for $D$-Optimality
Dette, Holger
Ann. Statist., Tome 21 (1993) no. 1, p. 753-766 / Harvested from Project Euclid
We consider a model robust version of the $c$-optimality criterion minimizing a weighted product with factors corresponding to the variances of the least squares estimates for linear combinations of the parameters in different models. A generalization of Elfving's theorem is proved for the optimal designs with respect to this criterion by an application of an equivalence theorem for mixtures of optimality criteria. As a special case an Elfving theorem for the $D$-optimal design problem is obtained. In the case of identical models the connection between the $A$-optimality criterion and the model robust criterion is investigated. The geometric characterizations of the optimal designs are illustrated by a couple of examples.
Publié le : 1993-06-14
Classification:  Elfving's theorem,  $c$-optimal designs,  $A$-optimal designs,  model robust designs,  geometric characterizations of optimal designs,  62K05,  62J05
@article{1176349149,
     author = {Dette, Holger},
     title = {Elfving's Theorem for $D$-Optimality},
     journal = {Ann. Statist.},
     volume = {21},
     number = {1},
     year = {1993},
     pages = { 753-766},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176349149}
}
Dette, Holger. Elfving's Theorem for $D$-Optimality. Ann. Statist., Tome 21 (1993) no. 1, pp.  753-766. http://gdmltest.u-ga.fr/item/1176349149/