On DS-optimal design matrices with restrictions on rows or columns

被引：0
|
作者：
Zaigraev, Alexander [1 ]
机构：
[1] Nicholas Copernicus Univ, Fac Math & Comp Sci, PL-87100 Torun, Poland
来源：
METRIKA | 2006年 / 64卷 / 02期
关键词：
distance stochastic criterion; majorization; Schur-convex function; CL vector;
D O I：
10.1007/s00184-006-0043-1
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The distance stochastic optimality criterion is considered in a linear regression setting with two possible experimental regions. The first region consists of design matrices with restrictions on their rows, while the second consists of design matrices with restrictions on their columns.
引用
收藏
页码：181 / 189
页数：9
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