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September, 1974 General Equivalence Theory for Optimum Designs (Approximate Theory)
J. Kiefer
Ann. Statist. 2(5): 849-879 (September, 1974). DOI: 10.1214/aos/1176342810

Abstract

For general optimality criteria $\Phi$, criteria equivalent to $\Phi$-optimality are obtained under various conditions on $\Phi$. Such equivalent criteria are useful for analytic or machine computation of $\Phi$-optimum designs. The theory includes that previously developed in the case of $D$-optimality (Kiefer-Wolfowitz) and $L$-optimality (Karlin-Studden-Fedorov), as well as $E$-optimality and criteria arising in response surface fitting and minimax extrapolation. Multiresponse settings and models with variable covariance and cost structure are included. Methods for verifying the conditions required on $\Phi$, and for computing the equivalent criteria, are illustrated.

Citation

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J. Kiefer. "General Equivalence Theory for Optimum Designs (Approximate Theory)." Ann. Statist. 2 (5) 849 - 879, September, 1974. https://doi.org/10.1214/aos/1176342810

Information

Published: September, 1974
First available in Project Euclid: 12 April 2007

zbMATH: 0291.62093
MathSciNet: MR356386
Digital Object Identifier: 10.1214/aos/1176342810

Subjects:
Primary: 62K05

Keywords: $A$-optimality , $D$-optimality , $E$-optimality , equivalence theory of designs , iterative design optimization , large eigenvalues , Optimum experimental designs

Rights: Copyright © 1974 Institute of Mathematical Statistics

Vol.2 • No. 5 • September, 1974
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