Lower bounds on efficiency ratios based on Φp-optimal designs

被引:0
|
作者
Harman, R [1 ]
机构
[1] Comenius Univ, Dept Probabil & Stat, Fac Math Phys & Informat, Bratislava, Slovakia
关键词
Phi p-optimal design; efficiency; orthogonally invariant criteria; spring balance weighing;
D O I
暂无
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
Suppose that we intend to perform linear regression experiments with uncorrelated errors according to a given asymptotic design xi. The problem which we address is the question of performance-stability of xi under change of optimality criterion. More precisely, we describe a method of how to calculate lower bounds on the minimal possible efficiency of xi with respect to any orthogonally invariant information function. The bounds constructed depend only on the eigenvalues of the information matrix of a known regular Phi(p)-optimaJ design. We also point out some theoretical consequences of the bounds and illustrate the use of the results on the model of spring balance weighing.
引用
收藏
页码:89 / 96
页数:8
相关论文
共 50 条
  • [31] On the convergence of the p-optimal martingale measures to the minimal entropy martingale measure
    Santacroce, M
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2005, 23 (01) : 31 - 54
  • [32] Optimal lower bounds for bivariate probabilities
    Chen, TH
    ADVANCES IN APPLIED PROBABILITY, 1998, 30 (02) : 476 - 492
  • [33] On lower bounds for the redundancy of optimal codes
    de, Prisco, Roberto
    de Santis, Alfredo
    Designs, Codes, and Cryptography, 1998, 15 (01): : 29 - 45
  • [34] Lower Bounds in Optimal Integrity Monitoring
    Blanch, Juan
    Walter, Todd
    PROCEEDINGS OF THE ION 2019 PACIFIC PNT MEETING, 2019, : 915 - 924
  • [35] On Lower Bounds for the Redundancy of Optimal Codes
    Roberto De Prisco
    Alfredo De Santis
    Designs, Codes and Cryptography, 1998, 15 (1) : 29 - 45
  • [36] Optimal lower bounds for multiple recurrence
    Donoso, Sebastian
    Anh Ngoc Le
    Moreira, Joel
    Sun, Wenbo
    ERGODIC THEORY AND DYNAMICAL SYSTEMS, 2021, 41 (02) : 379 - 407
  • [37] On lower bounds for optimal Jacobian accumulation
    Mosenkis, Viktor
    Naumann, Uwe
    OPTIMIZATION METHODS & SOFTWARE, 2018, 33 (4-6): : 1264 - 1287
  • [38] The minimal entropy and the convergence of the p-optimal martingale measures in a general jump model
    Kohlmann, Michael
    Xiong, Dewen
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2008, 26 (05) : 941 - 977
  • [39] Universal upper and lower bounds on energy of spherical designs
    Boyvalenkov, P. G.
    Dragnev, P. D.
    Hardin, D. P.
    Saff, E. B.
    Stoyanova, M. M.
    DOLOMITES RESEARCH NOTES ON APPROXIMATION, 2015, 8 : 51 - 65
  • [40] Optimal covering designs: complexity results and new bounds
    Crescenzi, P
    Montecalvo, F
    Rossi, G
    DISCRETE APPLIED MATHEMATICS, 2004, 144 (03) : 281 - 290