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-optimal designs for a hierarchically ordered system of regression models

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  • Yue, Rong-Xian
  • Liu, Xin

Abstract

-optimal designs are described for a kind of hierarchically ordered system of regression models with an r-dimensional response variable y. The components of y may be correlated with a known variance-covariance matrix [Sigma]. The present results show that -optimal designs for this system of regression models do not depend on [Sigma]. The -optimal designs are given for the systems of trigonometric and Haar wavelet regression models, respectively.

Suggested Citation

  • Yue, Rong-Xian & Liu, Xin, 2010. "-optimal designs for a hierarchically ordered system of regression models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3458-3465, December.
    • Handle: RePEc:eee:csdana:v:54:y:2010:i:12:p:3458-3465
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    References listed on IDEAS

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    3. Krafft, Olaf & Schaefer, Martin, 1992. "D-Optimal designs for a multivariate regression model," Journal of Multivariate Analysis, Elsevier, vol. 42(1), pages 130-140, July.
    4. Dette, Holger & Melas, Viatcheslav B. & Biedermann, Stefanie, 2002. "A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle," Statistics & Probability Letters, Elsevier, vol. 58(4), pages 389-397, July.
    5. Holger Dette & Viatcheslav Melas & Andrey Pepelyshev, 2002. "D-Optimal Designs for Trigonometric Regression Models on a Partial Circle," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(4), pages 945-959, December.
    6. Yongge Tian & Agnes Herzberg, 2007. "Estimation and optimal designs for linear Haar-wavelet models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(3), pages 311-324, May.
    7. Tian, Yongge & Herzberg, Agnes M., 2006. "A-minimax and D-minimax robust optimal designs for approximately linear Haar-wavelet models," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2942-2951, June.
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