Please use this identifier to cite or link to this item:
Biedermann, Stefanie
Dette, Holger
Year of Publication: 
Series/Report no.: 
Technical Report // Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2003,03
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.
maximin optimality
Bayesian optimal designs
efficiency function
parameter estimation
Jacobi polynominals
Document Type: 
Working Paper

Files in This Item:
224.38 kB
216.66 kB

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.