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We consider the common nonlinear regression model where the variance as well as the mean is a parametric function of the explanatory variables. The c-optimal design problem is investigated in the case when the parameters of both the mean and the variance function are of interest. A geometric...
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We consider the design problem for the estimation of several scalar measures suggested in the epidemiological literature for comparing the success rate in two samples. The designs considered so far in the literature are local in the sense that they depend on the unknown probabilities of success...
Persistent link: https://www.econbiz.de/10010475816
In this paper we describe the special role of moment theory for the construction of optimal designs in statistical regression models. A careful introduction in the problem of designing experiments for certain polynomial regression models is given, and it is demonstrated that the maximization of...
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In this paper a new and very simple method for monotone estimation of discount curves is proposed. The main idea of this approach is a simple modification of the commonly used (unconstrained) McCulloch Spline. We construct an integrated density estimate from the predicted values of the discount...
Persistent link: https://www.econbiz.de/10003355112
In this article, the problem of constructing efficient discriminating designs in a Fourier regression model is considered. We propose designs which maximize the efficiency for the estimation of the coefficient corresponding to the highest frequency subject to the constraints that the...
Persistent link: https://www.econbiz.de/10003355140
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