G-optimal exact designs for quadratic regression

被引:1
作者
Imhof, Lorens A. [1 ,2 ]
机构
[1] Univ Bonn, Dept Stat, D-53113 Bonn, Germany
[2] Univ Bonn, Hausdorff Ctr Math, D-53113 Bonn, Germany
关键词
Admissibility; Experimental design; Optimal design; Polynomial regression; LOG CONTRAST MODEL; POLYNOMIAL REGRESSION;
D O I
10.1016/j.jspi.2014.03.008
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Exact experimental designs are presented that minimize the maximum variance of the best linear unbiased estimator of a quadratic regression function on an interval. The main result confirms a conjecture of Constantine, Lim and Studden, which is based on earlier computations of Gaffke and Krafft (Constantine et al. [1987. Admissible and optimal exact designs for polynomial regression. J. Statist. Plann. Inference 16, 15-32], Gaffke and Krafft [1982. Exact D-optimum designs for quadratic regression. J. Roy. Statist. Soc. Ser. B 44, 394-397]). (C) 2014 Elsevier B.V. All rights reserved.
引用
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页码:133 / 140
页数:8
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