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作者:Braess, Dietrich; Dette, Holger
作者单位:Ruhr University Bochum
摘要:The problem of constructing optimal discriminating designs for a class of regression models is considered. We investigate a version of the optimality criterion criterion as introduced by Atkinson and Fedorov [Biometrika 62 (1975a) 289-303]. The numerical construction of optimal designs is very hard and challenging, if the number of pairwise comparisons is larger than 2. It is demonstrated that optimal designs with respect to this type of criteria can be obtained by solving (nonlinear) vector-v...
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作者:Di Nardo, E.; McCullagh, P.; Senato, D.
作者单位:University of Basilicata; University of Chicago
摘要:Spectral sampling is associated with the group of unitary transformations acting on matrices in much the same way that simple random sampling is associated with the symmetric group acting on vectors. This parallel extends to symmetric functions, k-statistics and polykays. We construct spectral k-statistics as unbiased estimators of cumulants of trace powers of a suitable random matrix. Moreover we define normalized spectral polykays in such a way that when the sampling is from an infinite popu...
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作者:Field, Chris; Robinson, John
作者单位:Dalhousie University; University of Sydney
摘要:We consider the first serial correlation coefficient under an AR(1) model where errors are not assumed to be Gaussian. In this case it is necessary to consider bootstrap approximations for tests based on the statistic since the distribution of errors is unknown. We obtain saddle-point approximations for tail probabilities of the statistic and its bootstrap version and use these to show that the bootstrap tail probabilities approximate the true values with given relative errors, thus extending ...