Optimal minimax designs over a prespecified interval in a heteroscedastic polynomial model
Minimax optimal designs can be useful for estimating response surface but they are notoriously difficult to study analytically. We provide the formulae for three types of minimax optimal designs over a user-specified region. We focus on polynomial models with various types of heteroscedastic errors but the design strategy is applicable to other types of linear models and optimality criteria. Relationships among the three types of minimax optimal designs are discussed.
Volume (Year): 78 (2008)
Issue (Month): 13 (September)
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- Holger Dette & Mong-Na Lo Huang, 2000. "Convex Optimal Designs for Compound Polynomial Extrapolation," Annals of the Institute of Statistical Mathematics, Springer, vol. 52(3), pages 557-573, September.
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