Improvements on removing nonoptimal support points in D-optimum design algorithms

Radoslav Harman and Luc Pronzato

Statistics & Probability Letters, 2007, vol. 77, issue 1, 90-94

Abstract: We improve the inequality used in Pronzato [2003. Removing non-optimal support points in D-optimum design algorithms. Statist. Probab. Lett. 63, 223-228] to remove points from the design space during the search for a D-optimum design. Let [xi] be any design on a compact space with a nonsingular information matrix, and let m+[epsilon] be the maximum of the variance function d([xi],x) over all . We prove that any support point x* of a D-optimum design on must satisfy the inequality . We show that this new lower bound on d([xi],x*) is, in a sense, the best possible, and how it can be used to accelerate algorithms for D-optimum design.

Keywords: D-optimum; design; Design; algorithm; Support; points (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (13)

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