Abstract
Within the framework of classical linear regression model optimal design criteria of stochastic nature are considered. The particular attention is paid to the shape criterion. Also its limit behaviour is established which generalizes that of the distance stochastic optimality criterion. Examples of the limit maximin criterion are considered and optimal designs for the line fit model are found.
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Zaigraev, A. Shape optimal design criterion in linear models. Metrika 56, 259–273 (2002). https://doi.org/10.1007/s001840100179
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DOI: https://doi.org/10.1007/s001840100179