DESIGNING EXPERIMENTS WITH RESPECT TO STANDARDIZED OPTIMALITY CRITERIA

Authors
DETTE H
Citation
H. Dette, DESIGNING EXPERIMENTS WITH RESPECT TO STANDARDIZED OPTIMALITY CRITERIA, Journal of the Royal Statistical Society. Series B: Methodological, 59(1), 1997, pp. 97-110
Citations number
13
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of the Royal Statistical Society. Series B: Methodological
ISSN journal
00359246 → ACNP
Volume
59
Issue
1
Year of publication
1997
Pages
97 - 110
Database
ISI
SICI code
1369-7412(1997)59:1<97:DEWRTS>2.0.ZU;2-F
Abstract
We introduce a new class of 'standardized' optimality criteria which d epend on 'standardized' covariances of the least squares estimators an d provide an alternative to the commonly used criteria in design theor y. Besides a nice statistical interpretation the new criteria satisfy an extremely useful invariance property which allows an easy calculati on of optimal designs on many linearly transformed design spaces.