Title of article :
A geometric method for singular c-optimal designs
Author/Authors :
Fan، Shenghua Kelly نويسنده , , Chaloner، Kathryn نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
-248
From page :
249
To page :
0
Abstract :
If a candidate c-optimal design gives a singular information matrix, an equivalence theorem from Silvey (1978) can be used to verify optimality. The theorem is difficult to use however, as it requires a generalized inverse of the information matrix but not all generalized inverses can be used. Silvey identified finding such an inverse as an open problem. A characterization of all generalized inverses that can be used is presented here, building on Elfvingʹs (1952) geometric method for finding c-optimal designs and using the Elfving set.
Keywords :
Prediction , Asymptotic theory , Principal component analysis , factor analysis
Journal title :
Journal of Statistical Planning and Inference
Serial Year :
2003
Journal title :
Journal of Statistical Planning and Inference
Record number :
73302
Link To Document :
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