Translator Disclaimer
February 1999 Coherent dispersion criteria for optimal experimental design
A. Philip Dawid, Paola Sebastiani
Ann. Statist. 27(1): 65-81 (February 1999). DOI: 10.1214/aos/1018031101

Abstract

We characterize those coherent design criteria which depend only on the dispersion matrix (assumed proper and nonsingular) of the “state of nature,” which may be a parameter-vector or a set of future observables, and describe the associated decision problems. Connections are established with the classical approach to optimal design theory for the normal linear model, based on concave functions of the information matrix. Implications of the theory for more general models are also considered.

Citation

Download Citation

A. Philip Dawid. Paola Sebastiani. "Coherent dispersion criteria for optimal experimental design." Ann. Statist. 27 (1) 65 - 81, February 1999. https://doi.org/10.1214/aos/1018031101

Information

Published: February 1999
First available in Project Euclid: 5 April 2002

zbMATH: 0948.62057
MathSciNet: MR1701101
Digital Object Identifier: 10.1214/aos/1018031101

Subjects:
Primary: 62K05
Secondary: 62C10

Rights: Copyright © 1999 Institute of Mathematical Statistics

JOURNAL ARTICLE
17 PAGES


SHARE
Vol.27 • No. 1 • February 1999
Back to Top