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Shape optimal design criterion in linear models

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  • Alexander Zaigraev

Abstract

Within the framework of classical linear regression model optimal design criteria of stochastic nature are considered. The particular attention is paid to the shape criterion. Also its limit behaviour is established which generalizes that of the distance stochastic optimality criterion. Examples of the limit maximin criterion are considered and optimal designs for the line fit model are found. Copyright Springer-Verlag 2002

Suggested Citation

  • Alexander Zaigraev, 2002. "Shape optimal design criterion in linear models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 56(3), pages 259-273, December.
    • Handle: RePEc:spr:metrik:v:56:y:2002:i:3:p:259-273
    DOI: 10.1007/s001840100179
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    References listed on IDEAS

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    1. Eaton, Morris L. & Perlman, Michael D., 1991. "Concentration inequalities for multivariate distributions: I. multivariate normal distributions," Statistics & Probability Letters, Elsevier, vol. 12(6), pages 487-504, December.
    2. Giovagnoli, Alessandra & Wynn, H. P., 1995. "Multivariate dispersion orderings," Statistics & Probability Letters, Elsevier, vol. 22(4), pages 325-332, March.
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    Cited by:

    1. Wilk, M. & Zaigraev, A., 2017. "DS-optimal designs for random coefficient first-degree regression model with heteroscedastic errors," Statistics & Probability Letters, Elsevier, vol. 128(C), pages 28-34.

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