Optimal designs for the exponential model with correlated observations

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2007. Optimal designs for the exponential model with correlated observations. Presented at: 8th International Workshop in Model-Oriented Design and Analysis, Almagro, Spain, 4-8 June 2007. Published in: López-Fidalgo, J., Rodríguez-Díaz, J. M. and Torsney, B. eds. mODa 8 - Advances in Model-Oriented Design and Analysis: Proceedings of the 8th International Workshop in Model-Oriented Design and Analysis held in Almagro, Spain, June 4–8, 2007. Contributions to Statistics (2007) Heidelberg: Physica-Verlag, pp. 165-172. 10.1007/978-3-7908-1952-6_21

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Abstract

In the exponential regression model with an autoregressive error structure exact D-optimal designs for weighted least squares analysis are investigated. It is shown that support points of a locally D-optimal design are discontinuous with respect to the correlation parameter. Also equidistant designs are proved to be considerably less efficient than maximin efficient D-optimal designs. A tool used in the study is the functional approach described in a recent book Melas (2006).

Item Type:	Conference or Workshop Item (Paper)
Date Type:	Publication
Status:	Published
Schools:	Schools > Mathematics
Subjects:	Q Science > QA Mathematics
Uncontrolled Keywords:	exponential regression; exact D-optimal designs; correlated observations; functional approach
Publisher:	Physica-Verlag
ISBN:	9783790819519
Related URLs:	Publisher
Last Modified:	24 Oct 2022 11:42
URI:	https://orca.cardiff.ac.uk/id/eprint/49054

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