Optimal Design Robust to a Misspecified Model

DOI10.1080/03610918.2012.625855zbMath1347.62167OpenAlexW2046509367MaRDI QIDQ4905915

Chiara Tommasi

Publication date: 21 February 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.625855

zbMATH Keywords

maximum likelihood estimator\(D\)-optimalitysandwich variance estimatorinformation sandwich variance matrix

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Optimal discrimination designs
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• Robust Discrimination Designs
• The design of experiments for discriminating between two rival models
• Bayesian D-optimal designs on a fixed number of design points for heteroscedastic polynomial models
• A Note on the Efficiency of Sandwich Covariance Matrix Estimation
• An Optimal Experimental Design Criterion for Discriminating Between Non-Normal Models
• Maximum Likelihood Estimation of Misspecified Models

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