Open AccessShape optimal design criterion in linear models
Author(s) -
Alexander Zaigraev
Publication year - 2002
Publication title -
metrika
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.728
H-Index - 40
eISSN - 1435-926X
pISSN - 0026-1335
DOI - 10.1007/s001840100179
Subject(s) - mathematics , minimax , optimal design , limit (mathematics) , optimality criterion , linear model , mathematical optimization , statistics , mathematical analysis
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.
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