A sequentially constructed design for estimating a nonlinear parametric function
| Autor: | Ian Ford, S. D. Silvey |
|---|---|
| Rok vydání: | 1980 |
| Předmět: |
Statistics and Probability
Optimal design Mathematical optimization Applied Mathematics General Mathematics Inference Agricultural and Biological Sciences (miscellaneous) Measure (mathematics) Nonlinear system symbols.namesake Simple (abstract algebra) Sequential analysis symbols Applied mathematics Statistics Probability and Uncertainty General Agricultural and Biological Sciences Fisher information Parametric equation Mathematics |
| Zdroj: | Biometrika. 67:381-388 |
| ISSN: | 1464-3510 0006-3444 |
| DOI: | 10.1093/biomet/67.2.381 |
| Popis: | SUMMARY Properties of a design constructed sequentially for a simple nonlinear problem are investigated both theoretically and by simulation. It is proved that the design measure corresponding to the sequential design converges to an optimal measure, even when the latter has singular information matrix. The empirical study suggests that in repeatedsampling inference we can effectively ignore the fact that the design is sequential. Some key word8: Asymptotic efficiency; Fisher and sample information; Nonlinear design; Optimal design; Sequential design; Simulation; Singular design. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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