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

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

Argitaletxea: Springer-Verlag

ISBN: 0-387-91457-9

Argitalpen urtea: 1993

Orrialdeak: 71-79

Mota: Liburuko kapitulua

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Laburpena

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.