On the duality between locally optimal tests and optimal experimental designs

DOI10.1016/0024-3795(85)90183-1zbMath0583.62070OpenAlexW2030606083MaRDI QIDQ1069250

Hermann Witting, Friedrich Pukelsheim, Ulrich Müller-Funk

Publication date: 1985

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(85)90183-1

zbMATH Keywords

power functionoptimal design problemduality relationshipHesse matricesoptimal test problemtests with maximal power curvature

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Asymptotic properties of parametric tests (62F05)

Cites Work

• General differential and Lagrangian theory for optimal experimental design
• On linear regression designs which maximize information
• On information functions and their polars
• On the Nonrandomized Optimality and Randomized Nonoptimality of Symmetrical Designs
• Optimal design: Some geometrical aspects of D-optimality
• Local and Asymptotic Minimax Properties of Multivariate Tests
• A geometric approach to optimal design theory
• On the Theory of Unbiased Tests of Simple Statistical Hypotheses Specifying the Values of Two or More Parameters
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item