A Convergence Theorem in $L$-Optimal Design Theory

Jia-Yeong Tsay

doi:10.1214/aos/1176343902

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Home > Journals > Ann. Statist. > Volume 5 > Issue 4 > Article

July, 1977 A Convergence Theorem in $L$-Optimal Design Theory

Jia-Yeong Tsay

Ann. Statist. 5(4): 790-794 (July, 1977). DOI: 10.1214/aos/1176343902

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Abstract

It is shown that the Fedorov procedure for finding $L$-optimal designs always converges to an $L$-optimal design, even when the limiting design is singular. Two lemmas are given first. An example illustrates the case of singular limiting design.

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Jia-Yeong Tsay. "A Convergence Theorem in $L$-Optimal Design Theory." Ann. Statist. 5 (4) 790 - 794, July, 1977. https://doi.org/10.1214/aos/1176343902