On universally optimal designs for regression setups (Q1067722)
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scientific article; zbMATH DE number 3930168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On universally optimal designs for regression setups |
scientific article; zbMATH DE number 3930168 |
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On universally optimal designs for regression setups (English)
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1985
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The set of optimality criteria to which Kiefer's maximum trace principle is applicable is discussed. Furthermore, for a linear regression model \(y(x)=a'f(x)\) let \(\xi^*\) be an (approximate) D-optimal design for estimating a by its BLUE. Then \(\xi^*\) is universally optimal for estimating \(b=Ka\) by its BLUE, where K is a regular matrix determined by \(\xi^*\).
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best linear unbiased estimator
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optimality criteria
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Kiefer's maximum trace principle
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D-optimal design
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BLUE
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universally optimal
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