OPTIMAL WEIGHTS FOR EXPERIMENTAL-DESIGNS ON LINEARLY INDEPENDENT SUPPORT-POINTS

• 成果类型: Article
• 署名作者: PUKELSHEIM, F; TORSNEY, B
• 署名单位: University of Glasgow
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348265
• 发表日期: 1991
• 页码: 1614-1625
• 关键词: information; algorithm

摘要

An explicit formula is derived to compute the A-optimal design weights on linearly independent regression vectors, for the mean parameters in a linear model with homoscedastic variances. The formula emerges as a special case of a general result which holds for a wide class of optimality criteria. There are close links to iterative algorithms for computing optimal weights.