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Title:A note on maximin and Bayesian D-optimal designs in weighted polynomial regression PDF Logo
Authors:Biedermann, Stefanie
Dette, Holger
Issue Date:2003
Series/Report no.:Technical Report // Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2003,03
Abstract:We consider the problem of finding D-optimal designs for estimating the coefficients in a weighted polynominal regression model with a certain efficiency function depending on two unknown parameters, which models he heteroscedastic error structure. This problem is tackled by adopting a Bayesian and a maximin approach, and optimal designs supported on a minimal number of support points are determined explicitly.
Subjects:maximin optimality
Bayesian optimal designs
efficiency function
parameter estimation
Jacobi polynominals
Document Type:Working Paper
Appears in Collections:Technical Reports, SFB 475, TU Dortmund

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