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Optimal designs for the exponential model with correlated observations

Pepelyshev, Andrey 2007. Optimal designs for the exponential model with correlated observations. Presented at: 8th International Workshop in Model-Oriented Design and Analysis, Almagro, Spain, 4-8 June 2007. Published in: López-Fidalgo, J., Rodríguez-Díaz, J. M. and Torsney, B. eds. mODa 8 - Advances in Model-Oriented Design and Analysis: Proceedings of the 8th International Workshop in Model-Oriented Design and Analysis held in Almagro, Spain, June 4–8, 2007. Contributions to Statistics , vol. 2007. Heidelberg: Physica-Verlag, pp. 165-172. 10.1007/978-3-7908-1952-6_21

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In the exponential regression model with an autoregressive error structure exact D-optimal designs for weighted least squares analysis are investigated. It is shown that support points of a locally D-optimal design are discontinuous with respect to the correlation parameter. Also equidistant designs are proved to be considerably less efficient than maximin efficient D-optimal designs. A tool used in the study is the functional approach described in a recent book Melas (2006).

Item Type: Conference or Workshop Item (Paper)
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Uncontrolled Keywords: exponential regression; exact D-optimal designs; correlated observations; functional approach
Publisher: Physica-Verlag
ISBN: 9783790819519
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Last Modified: 04 Jun 2017 05:09

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Cited 3 times in Web of Science. View in Web of Science.

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