Optimal Designs for Minimax-Criteria in Random Coefficient Regression\n Models

2018/11/08 by Maryna Prus, Prus, Maryna
Decision Sciences · #Optimal Experimental Design Methods

paper · pdf · doi:10.48550/arxiv.1811.03472

Abstract

We consider minimax-optimal designs for the prediction of individual\nparameters in random coefficient regression models. We focus on the\nminimax-criterion, which minimizes the "worst case" for the basic criterion\nwith respect to the covariance matrix of random effects. We discuss particular\nmodels: linear and quadratic regression, in detail.\n

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