Minimal number of support points for mini-max optimal designs
Weng Kee Wong
Statistics & Probability Letters, 1993, vol. 17, issue 5, 405-409
Abstract:
Conditions are given for a class of mini-max optimal designs to have a minimum number of support points. The result is applied to construct a G-optimal design when the error variance depends on the independent variable exponentially.
Keywords: Approximate; designs; G-optimal; efficiency; function; heteroscedasticity; information; matrix (search for similar items in EconPapers)
Date: 1993
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