Article ID Journal Published Year Pages File Type
1154162 Statistics & Probability Letters 2007 5 Pages PDF
Abstract
The purpose of this paper is to study optimality of an experimental design under the multivariate models with a known or unknown dispersion matrix. In the case of unknown dispersion matrix optimality is considered with respect to the precision in maximum likelihood estimation. We show relations between optimality of designs in univariate models and in their multivariate extensions.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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