Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152021 | Statistics & Probability Letters | 2013 | 8 Pages |
Abstract
The paper extends the result of Harman and Pronzato [Harman, R., Pronzato, L., 2007. Improvements on removing non-optimal support points in DD-optimum design algorithms. Statistics & Probability Letters 77, 90–94], which corresponds to p=0p=0, to all strictly concave criteria in Kiefer’s ϕpϕp-class. We show that, for any given design measure ξξ, any support point x∗ of a ϕpϕp-optimal design is such that the directional derivative of ϕpϕp at ξξ in the direction of the delta measure at x∗ is larger than some bound hp[ξ]hp[ξ] which is easily computed.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Luc Pronzato,