Please use this identifier to cite or link to this item:
|Title:||Optimal design measures under asymmetric errors, with application to binary design points|
Second-order least squares
Journal of Statistical Planning and Inference
|Abstract:||We study the optimal design problem under second-order least squares estimation which is known to outperform ordinary least squares estimation when the error distribution is asymmetric. First, a general approximate theory is developed, taking due cognizance of the nonlinearity of the underlying information matrix in the design measure. This yields necessary and sufficient conditions that a D- or A-optimal design measure must satisfy. The results are then applied to find optimal design measures when the design points are binary. The issue of reducing the support size of the optimal design measure is also addressed. � 2014 Elsevier B.V.|
|Description:||Bose, Mausumi, Applied Statistics Division, Indian Statistical Institute, 203 B.T. Road, Kolkata, 700 108, India; Mukerjee, Rahul, Indian Institute of Management Calcutta, Diamond Harbour Road, Kolkata, 700 104, India|
ISSN/ISBN - 03783758
DOI - 10.1016/j.jspi.2014.10.006
|Appears in Collections:||Operations Management|
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.