Optimal designs for heteroscedastic regression models with two parameters
From MaRDI portal
Publication:5222208
DOI10.1080/02331888.2019.1702041zbMath1436.62379OpenAlexW2996393305MaRDI QIDQ5222208
M. Wilk, Alexander Yu. Zeigraev
Publication date: 1 April 2020
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2019.1702041
Related Items (1)
Cites Work
- Optimal design for linear regression models in the presence of heteroscedasticity caused by random coefficients
- Shape optimal design criterion in linear models
- Integral stochastic optimal design criteria in linear models
- On the de la Garza phenomenon
- Support points of locally optimal designs for nonlinear models with two parameters
- Optimal minimax designs for prediction in heteroscedastic models
- Computing optimal experimental designs with respect to a compound Bayes risk criterion
- R-optimal designs for multi-factor models with heteroscedastic errors
- \(DS\)-optimal designs for random coefficient first-degree regression model with heteroscedastic errors
- Optimal Designs for Random Coefficient Regression Models with Heteroscedastic Errors
- Optimal Designs for the Prediction of Individual Parameters in Hierarchical Models
- Spacing of Information in Polynomial Regression
- Topics in optimal design
- Unnamed Item
- Unnamed Item
This page was built for publication: Optimal designs for heteroscedastic regression models with two parameters