A new design criterion when heteroscedasticity is ignored

DOI10.1023/A:1012435125788zbMath1027.62059OpenAlexW1496190863MaRDI QIDQ5949380

Weng Kee Wong, Grace Montepiedra

Publication date: 21 November 2001

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1012435125788

zbMATH Keywords

mean squared errorheteroscedasticityequivalence theorem\(D\)-optimality\(L\)-optimalityefficiency functionsmulti-factor experiments

Mathematics Subject Classification ID

Optimal statistical designs (62K05)

Related Items (5)

R-optimal designs for multi-factor models with heteroscedastic errors ⋮ Minimax A‐, c‐, and I‐optimal regression designs for models with heteroscedastic errors ⋮ D-optimum designs in multi-factor models with heteroscedastic errors ⋮ A-optimal designs for heteroscedastic multifactor regression models ⋮ A geometric characterization of \(c\)-optimal designs for heteroscedastic regression

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