Once more: optimal experimental design for regression models (with discussion)

DOI10.1080/02331888708802008zbMath0621.62080OpenAlexW1983880232MaRDI QIDQ3757206

Wolfgang Näther, Jürgen Pilz, Hans-Walter Bandemer

Publication date: 1987

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888708802008

zbMATH Keywords

regression analysiscorrelated observationsreviewprior knowledgeBayesian experimental designrestricted parameter spaceoverviewlinear regression estimationminimax linear estimationrecent developmentsoptimal linear estimatorsbest linear unbiased estimation of the trend function of random processesKiefer conceptrobustness investigations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Bayesian problems; characterization of Bayes procedures (62C10)

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Cites Work

• On universally optimal designs for regression setups
• Optimal designs for minimax extrapolation
• Directional derivatives of optimality criteria at singular matrices in convex design theory
• Bayes estimators for linear models with less than full rank
• On the Use of Incomplete Prior Information in Regression Analysis
• Ridge Regression: Biased Estimation for Nonorthogonal Problems