Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Optimal designs for minimising covariances among parameter estimators in a linear model

From MaRDI portal
Publication:4603586
Jump to:navigation, search

DOI10.1111/anzs.12195zbMath1485.62105OpenAlexW2756886357MaRDI QIDQ4603586

No author found.

Publication date: 16 February 2018

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://eprints.gla.ac.uk/149214/1/149214.pdf


zbMATH Keywords

multiplicative algorithmsvertex directional derivativesoptimal design theoryLagrangian optimality conditionsnear uncorrelated parameter estimators


Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Point estimation (62F10)


Related Items (2)

A class of optimization problems on minimizing variance based criteria in respect of parameter estimators of a linear model ⋮ Properties of optimal regression designs under the second-order least squares estimator




This page was built for publication: Optimal designs for minimising covariances among parameter estimators in a linear model

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4603586&oldid=18767990"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 7 February 2024, at 13:52.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki