-optimal designs for a hierarchically ordered system of regression models

Rong-Xian Yue and Xin Liu

Computational Statistics & Data Analysis, 2010, vol. 54, issue 12, 3458-3465

Abstract: -optimal designs are described for a kind of hierarchically ordered system of regression models with an r-dimensional response variable y. The components of y may be correlated with a known variance-covariance matrix [Sigma]. The present results show that -optimal designs for this system of regression models do not depend on [Sigma]. The -optimal designs are given for the systems of trigonometric and Haar wavelet regression models, respectively.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:54:y:2010:i:12:p:3458-3465

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