9781461463634
IR
EN-50072
انگلیسی
IR
Design of Experiments in Nonlinear Model
[Book]
:Asymptotic Normality, Optimality Criteria and Small-Sample Properties
/ by Luc Pronzato, Andrej P??zman
New York, NY
: Springer New York :Imprint: Springer,
, 2013.
XV, 399 p. 56 illus., 37 illus. in color., online resource.
(Lecture Notes in Statistics,0930-0325
; 212)
Print
Design of Experiments in Nonlinear Models: Asymptotic Normality, Optimality Criteria and Small-Sample Properties provides a comprehensivecoverage of the various aspects of experimental design for nonlinear models. The book contains original contributions to the theory of optimal experiments that will interest students and researchers in the field. Practitionners motivated by applications will find valuable tools to help them designing their experiments. The first three chapters expose theconnections between the asymptotic properties of estimators in parametric models and experimental design, with more emphasis than usual on some particular aspects like the estimation of a nonlinear function of the model parameters, models with heteroscedastic errors, etc. Classical optimality criteriabased on those asymptotic properties are then presented thoroughly in a special chapter. Three chapters are dedicated to specificissues raised by nonlinear models. The construction of designcriteria derived from non-asymptotic considerations (small-sample situation) is detailed. The connection between design and identifiability/estimability issues is investigated. Several approaches are presented to face the problem caused by the dependence of an optimal design on the value of the parameters to be estimated. A survey of algorithmic methods for the construction of optimal designs is provided.
Introduction -- Asymptotic designs and uniform convergence. Asymptotic properties of the LS estimator -- Asymptotic properties of M, ML and maximum a posteriori estimators -- Local optimality criteria based on asymptotic normality -- Criteria based on the small-sample precision of the LS estimator -- Identifiability, estimability and extended optimality criteria -- Nonlocal optimum design -- Algorithms-a survey -- Subdifferentials and subgradients -- Computation of derivatives through sensitivity functions -- Proofs -- Symbols and notation -- List of labeled assumptions -- References.?╗╣
Lecture Notes in Statistics,0930-0325
212
Statistics
Electronic books
E-BOOK
Pronzato, Luc.
P??zman, Andrej
SpringerLink (Online service)
ایران
9781461463627.pdf
عادی
عادی
9781461463627.pdf
متن
old catalog
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