Shape optimal design criterion in linear models

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

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Year of publication:	2002
Authors:	Zaigraev, Alexander
Published in:	Metrika. - Springer. - Vol. 56.2002, 3, p. 259-273
Publisher:	Springer
Subject:	classical linear regression model \| line fit model \| shape and distance stochastic optimality criteria \| limit maximin criterion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010846095