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Optimal designs under a multivariate linear model with additional nuisance parameters

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Abstract

The purpose of this paper is to characterize optimal designs under a multivariate linear model with additional nuisance parameters. We give relationships between optimality of designs in univariate models and in their multivariate extensions with known and partially known dispersion matrices.

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Authors and Affiliations

  1. Department of Mathematical and Statistical Methods, Poznań University of Life Sciences, Wojska Polskiego 28, 60-637, Poznań, Poland

    Katarzyna Filipiak, Augustyn Markiewicz & Anna Szczepańska

Authors
  1. Katarzyna Filipiak
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  2. Augustyn Markiewicz
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  3. Anna Szczepańska
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Correspondence to Katarzyna Filipiak.

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Filipiak, K., Markiewicz, A. & Szczepańska, A. Optimal designs under a multivariate linear model with additional nuisance parameters. Stat Papers 50, 761–778 (2009). https://doi.org/10.1007/s00362-009-0250-8

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  • DOI: https://doi.org/10.1007/s00362-009-0250-8

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