Showing 81 - 90 of 562
This paper concerns locally optimal experimental designs for non- linear regression models. It is based on the functional approach intro- duced in (Melas, 1978). In this approach locally optimal design points and weights are studied as implicitly given functions of the nonlinear parameters...
Persistent link: https://www.econbiz.de/10009295218
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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...
Persistent link: https://www.econbiz.de/10009775972
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For the problem of percentile estimation of a quantal response curve, we determine multi-objective designs which are robust with respect to misspecifications of the model assumptions. We propose a maximin approach based on efficiencies and provide designs that are simultaneously efficient with...
Persistent link: https://www.econbiz.de/10010296603
We consider a class of optimality criteria and show that each crite- rion has its unique and equivalent dual within the class. This property can be used to find a variety of optimal designs, including a class of compound optimal designs and their relationships. As an example, we show that one...
Persistent link: https://www.econbiz.de/10010296610
Properties of a specification test for the parametric form of the variance function in diffusion processes dXt = b (t,Xt) dt + sigma (t,Xt) dWt are discussed. The test is based on the estimation of certain integrals of the volatility function. If the volatility function does not depend on the...
Persistent link: https://www.econbiz.de/10010296615
In this paper we investigate several tests for the hypothesis of a parametric form of the error distribution in the common linear and nonparametric regression model, which are based on empirical processes of residuals. It is well known that tests in this context are not asymptotically...
Persistent link: https://www.econbiz.de/10010296621
In dose response studies, the dose range is often restricted due to concerns over drug toxicity and/or efficacy. We present restricted and unrestricted interval locally optimal designs with respect to a very general class of optimality criteria for estimating the underlying dose response curve....
Persistent link: https://www.econbiz.de/10010296623