估计非线性参数函数的序贯构造设计

A Sequentially Constructed Design for Estimating a Nonlinear Parametric Function

Biometrika · 1980
被引 7
ABS 4

中文导读

研究了为简单非线性问题序贯构造的设计性质,证明其设计测度收敛于最优测度,且重复抽样推断可忽略序贯性。

Abstract

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 repeated-sampling inference we can effectively ignore the fact that the design is sequential.

统计学非线性系统实验设计参数估计