E-optimal designs for rational models

Lorens Imhof; William J. Studden

doi:10.1214/aos/1009210689

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Home > Journals > Ann. Statist. > Volume 29 > Issue 3 > Article

June 2001 E-optimal designs for rational models

Lorens Imhof, William J. Studden

Ann. Statist. 29(3): 763-783 (June 2001). DOI: 10.1214/aos/1009210689

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Abstract

E-optimal and standardized-E-optimal designs for various types of rational regression models are determined. In most cases, optimal designs are found for every parameter subsystem. The design points and weights are given explicitlyin terms of Bernstein-Szegő polynomials.The analysis is based on a general theorem on E-optimal designs for Chebyshev systems.

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Lorens Imhof. William J. Studden. "E-optimal designs for rational models." Ann. Statist. 29 (3) 763 - 783, June 2001. https://doi.org/10.1214/aos/1009210689