Minimizing the largest of the parameter variances. V([beta])-Optimality
Editorial: Springer-Verlag
ISBN: 0-387-91457-9
Ano de publicación: 1993
Páxinas: 71-79
Tipo: Capítulo de libro
Resumo
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.