The Annals of Statistics

E-optimal designs for rational models

Lorens Imhof and William J. Studden

Full-text: Open access

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.

Article information

Source
Ann. Statist., Volume 29, Issue 3 (2001), 763-783.

Dates
First available in Project Euclid: 24 December 2001

Permanent link to this document
https://projecteuclid.org/euclid.aos/1009210689

Digital Object Identifier
doi:10.1214/aos/1009210689

Mathematical Reviews number (MathSciNet)
MR1865340

Zentralblatt MATH identifier
1012.62082

Subjects
Primary: 62K05: Optimal designs

Keywords
Approximate designs Bernstein-Szego polynomials Chebyshev systems E-criterion standardized criterion

Citation

Imhof, Lorens; Studden, William J. E -optimal designs for rational models. Ann. Statist. 29 (2001), no. 3, 763--783. doi:10.1214/aos/1009210689. https://projecteuclid.org/euclid.aos/1009210689


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