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Optimal designs for minimax-criteria in random coefficient regression models
Statistical Papers ( IF 1.2 ) Pub Date : 2019-01-01 , DOI: 10.1007/s00362-018-01072-w
Maryna Prus

We consider minimax-optimal designs for the prediction of individual parameters in random coefficient regression models. We focus on the minimax-criterion, which minimizes the “worst case” for the basic criterion with respect to the covariance matrix of random effects. We discuss particular models: linear and quadratic regression, in detail.

中文翻译:

随机系数回归模型中极小极大准则的优化设计

我们考虑在随机系数回归模型中预测单个参数的极小极大优化设计。我们专注于最小最大标准,它最大限度地减少了关于随机效应协方差矩阵的基本标准的“最坏情况”。我们详细讨论了特定模型:线性和二次回归。
更新日期:2019-01-01
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