A note on maximin and Bayesian D-optimal designs in weighted polynomial regression


Biedermann, Stefanie and Dette, Holger (2003) A note on maximin and Bayesian D-optimal designs in weighted polynomial regression. Mathematical Methods of Statistics, 12, (3), 358-370.

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Description/Abstract

We consider the problem of finding D-optimal designs for estimating the coefficients in a weighted polynomial regression model with a certain efficiency function depending on two unknown parameters, which models the heteroscedastic error structure. This problem is tackled by adopting a Bayesian and a maximin approach, and optimal designs supported on a minimal number of support points are determined explicitly.

Item Type: Article
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Keywords: maximin optimality, bayesian optimal designs, efficiency function, parameter estimation, Jacobi polynomials
Subjects: Q Science > QA Mathematics
H Social Sciences > HA Statistics
Divisions: University Structure - Pre August 2011 > School of Mathematics > Statistics
ePrint ID: 41835
Date Deposited: 10 Oct 2006
Last Modified: 27 Mar 2014 18:26
URI: http://eprints.soton.ac.uk/id/eprint/41835

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