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Ds-optimality and whittle's equivalence theorem

Authors :
W. Näther
V. Reinsch
Source :
Series Statistics. 12:307-316
Publication Year :
1981
Publisher :
Informa UK Limited, 1981.

Abstract

Using the general equivalence theorem of Whittle and a suitable transformation of the information matrix an equivalence theorem for the D s-optimality in the singular case is proven. Because of the nonlinear!ty of the derivation of the criterion functional the equivalent conditions are very complicated. A somewhat simpler hut only sufficient condition, illustrated by some examples, is given in the last section.

Details

ISSN :
03233944
Volume :
12
Database :
OpenAIRE
Journal :
Series Statistics
Accession number :
edsair.doi...........d3b3620c1a06846fafd209f5e8ee0e34