ELFVING THEOREM FOR D-OPTIMALITY

被引:28
作者
DETTE, H
机构
关键词
ELFVING THEOREM; C-OPTIMAL DESIGNS; A-OPTIMAL DESIGNS; MODEL ROBUST DESIGNS; GEOMETRIC CHARACTERIZATIONS OF OPTIMAL DESIGNS;
D O I
10.1214/aos/1176349149
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a model robust version of the c-optimality criterion minimizing a weighted product with factors corresponding to the variances of the least squares estimates for linear combinations of the parameters in different models. A generalization of Elfving's theorem is proved for the optimal designs with respect to this criterion by an application of an equivalence theorem for mixtures of optimality criteria. As a special case an Elfving theorem for the D-optimal design problem is obtained. In the case of identical models the connection between the A-optimality criterion and the model robust criterion is investigated. The geometric characterizations of the optimal designs are illustrated by a couple of examples.
引用
收藏
页码:753 / 766
页数:14
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