A minimax equivalence theorem for optimum bounded design measures
AbstractFor [mu] a given measure and [phi](Â·) a regular optimality criterion, function of the information matrix, we consider [phi]-optimum design measures [xi][alpha]* that maximise [phi] under the constraint [xi][alpha]*[less-than-or-equals, slant][mu]/[alpha], [alpha] given in (0,1). We derive an equivalence theorem of the minimax form for this design problem, show that the optimum criterion value [phi][alpha]*=[phi]([xi][alpha]*) is continuous in [alpha] and give a condition for [phi][alpha]* being differentiable with respect to [alpha].
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 68 (2004)
Issue (Month): 4 (July)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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