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A note on Läuter-type robust design for polynomial regression models
Authors:Min-Hsiao Tsai
Affiliation:Department of Statistics, National Taipei University, Taipei County, 23741, Taiwan
Abstract:In this paper, we consider the problem of model robust design for simultaneous parameter estimation among a class of polynomial regression models with degree up to k. A generalized D-optimality criterion, the Ψα‐optimality criterion, first introduced by Läuter (1974) is considered for this problem. By applying the theory of canonical moments and the technique of maximin principle, we derive a model robust optimal design in the sense of having highest minimum Ψα‐efficiency. Numerical comparison indicates that the proposed design has remarkable performance for parameter estimation in all of the considered rival models.
Keywords:Parameter estimation   D-optimality criterion     mmlsi0054"   class="  mathmlsrc"   onclick="  submitCitation('/science?_ob=MathURL&  _method=retrieve&  _eid=1-s2.0-S0378375810005719&  _mathId=si0054.gif&  _pii=S0378375810005719&  _issn=03783758&  _acct=C000054348&  _version=1&  _userid=3837164&  md5=f7d0d7994002f4f4805cf33b7d26e3cf')"   style="  cursor:pointer  "   alt="  Click to view the MathML source"   title="  Click to view the MathML source"  >  formulatext"   title="  click to view the MathML source"  >Ψα‐optimality criterion   Canonical moments   Maximin principle   Efficiency
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