RECURRENCE MOMENT FORMULAS FOR D-OPTIMAL DESIGNS

Authors
Citation
H. Dette et Wk. Wong, RECURRENCE MOMENT FORMULAS FOR D-OPTIMAL DESIGNS, Scandinavian journal of statistics, 22(4), 1995, pp. 505-512
Citations number
23
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
03036898
Volume
22
Issue
4
Year of publication
1995
Pages
505 - 512
Database
ISI
SICI code
0303-6898(1995)22:4<505:RMFFDD>2.0.ZU;2-3
Abstract
We derive recurrence formulas for the moments of the D-optimal designs for the polynomial model of degree k under different assumptions on t he heteroscedastic structure. A new proof for deriving the asymptotic optimal designs as k tends to infinity is given. We also show these re currence formulas are useful for identifying the asymptotic optimal de signs in other settings, including limiting model robust optimal desig ns.