A sequentially constructed design for estimating a nonlinear parametric function

A sequentially constructed design for estimating a nonlinear parametric function
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用于估计非线性参数函数的顺序构造设计

DOI:
10.1093/biomet/67.2.381
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发表时间:
1980
期刊:
影响因子:
--
通讯作者:
S. Silvey
S. Silvey
中科院分区:
--
文献类型:
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作者:
I. Ford;S. Silvey

文献摘要

被引文献

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摘要一个简单的非线性问题的设计构造顺序的性质进行了研究,理论和模拟。证明了序贯设计所对应的设计测度收敛于一个最优测度,即使后者具有奇异信息矩阵。实证研究表明,在重复抽样推断中,我们可以有效地忽略设计是顺序的这一事实。一些关键词8:渐近效率; Fisher和样本信息;非线性设计最佳设计序贯设计;模拟;独特的设计。
SUMMARY Properties of a design constructed sequentially for a simple nonlinear problem are investigated both theoretically and by simulation. It is proved that the design measure corresponding to the sequential design converges to an optimal measure, even when the latter has singular information matrix. The empirical study suggests that in repeatedsampling inference we can effectively ignore the fact that the design is sequential. Some key word8: Asymptotic efficiency; Fisher and sample information; Nonlinear design; Optimal design; Sequential design; Simulation; Singular design.