An algorithm for A-optimal regression designs

DOI10.1016/0167-9473(89)90065-0zbMath0721.62070OpenAlexW2009521372MaRDI QIDQ2641045

Kim-Hung Li, Nai N. Chan

Publication date: 1989

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(89)90065-0

zbMATH Keywords

algorithmtracecovariance matrixmajorizationgreatest lower boundCL vectorsimple least squares estimatorA-optimal design matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Probabilistic methods, stochastic differential equations (65C99)

Uses Software

• Algorithm 115

Cites Work

• Schur-convexity for A-optimal designs
• Majorization for A-optimal designs
• A-optimality for regression designs
• Inequalities: theory of majorization and its applications

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