In this paper we discuss a class of multiplicative algorithms for computing D-optimal designs for regression models on a finite design space. We prove amonotonicity result for a sequence of determinants obtained by the iterations,and as a consequence the procedure yields a sequence of designs...

In the common nonparametric regression model we consider the problem of constructing optimal designs, if the unknown curve is estimated by a smoothing spline. A new basis for the space of natural splines is derived, and the local minimax property for these splines is used to derive two...

For the compartmental model we determine optimal designs, which are robust against misspecifications of the unknown model parameters. We propose a maximin approach based on D-efficiencies and provide designs that are optimal with respect to the particular choice of various parameter regions.

In this paper robust and efficient designs are derived for several exponential decay models. These models are widely used in chemistry, pharmacokinetics or microbiology. We propose a maximin approach, which determines the optimal design such that a minimum of the D-efficiencies (taken over a...

In this paper we describe the special role of moment theory for the construction of optimal designs in statistical regression models. A careful introduction in the problem of designing experiments for certain polynomial regression models is given, and it is demonstrated that the maximization of...

In this paper, we describe an adjusted method to facilitate a non-inferiority trial by a three-arm robust design. Because local optimal designs derived in Hasler et al. [2007] require knowledge about the ratios of the population variances and are not necessarily robust with respect to possible...

We discuss optimal design problems for a popular method of series estimation in regression problems. Commonly used design criteria are based on the generalized variance of the estimates of the coefficients in a truncated series expansion and do not take possible bias into account. We present a...