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Ds-optimality and whittle's equivalence theorem
- 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