A minimax equivalence theorem for optimum bounded design measures

Luc Pronzato

Statistics & Probability Letters, 2004, vol. 68, issue 4, 325-331

Abstract: For [mu] a given measure and [phi](·) a regular optimality criterion, function of the information matrix, we consider [phi]-optimum design measures [xi][alpha]* that maximise [phi] under the constraint [xi][alpha]*[less-than-or-equals, slant][mu]/[alpha], [alpha] given in (0,1). We derive an equivalence theorem of the minimax form for this design problem, show that the optimum criterion value [phi][alpha]*=[phi]([xi][alpha]*) is continuous in [alpha] and give a condition for [phi][alpha]* being differentiable with respect to [alpha].

Keywords: Optimum; design; with; constraints; Optimum; submeasures (search for similar items in EconPapers)
Date: 2004
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(04)00105-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:68:y:2004:i:4:p:325-331

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().