Minimizing the largest of the parameter variances. V([beta])-Optimality

  1. López Fidalgo, Jesús
Book:
Model oriented data analysis: Proceedings of the 3rd International Workshop in Petrodvorets, Russia, May 25-30, 1992

Publisher: Springer-Verlag

ISBN: 0-387-91457-9

Year of publication: 1993

Pages: 71-79

Type: Book chapter

GOOGLE SCHOLAR

Abstract

We introduce a new criterion function that directly minimizes the variances of the estimators of the parameters. Covariances are ignored. Although the calculations are more laborious than in other more manageable criteria, such as that of D-optimality, we gain in fidelity to our objective.