:Asymptotic Normality, Optimality Criteria and Small-Sample Properties
نام نخستين پديدآور
/ by Luc Pronzato, Andrej P??zman
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
New York, NY
نام ناشر، پخش کننده و غيره
: Springer New York :Imprint: Springer,
تاریخ نشرو بخش و غیره
, 2013.
مشخصات ظاهری
نام خاص و کميت اثر
XV, 399 p. 56 illus., 37 illus. in color., online resource.
فروست
عنوان فروست
(Lecture Notes in Statistics,0930-0325
مشخصه جلد
; 212)
یادداشتهای مربوط به نشر، بخش و غیره
متن يادداشت
Print
یادداشتهای مربوط به مندرجات
متن يادداشت
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.
متن يادداشت
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.?╗╣
فروست (داده ارتباطی)
عنوان
Lecture Notes in Statistics,0930-0325
شماره جلد
212
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Statistics
موضوع مستند نشده
Electronic books
رده بندی کنگره
شماره رده
E-BOOK
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )