Design of Experiments in Nonlinear Models / Lecture Notes in Statistics Bd.212 (PDF)
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Design of Experiments in Nonlinear Models: Asymptotic Normality, Optimality Criteria and Small-Sample Properties provides a comprehensive coverage of the various aspects of experimental design for nonlinear models. The book contains original contributions to the theory of optimal experiments that will interest students and researchers in the field. Practitionners motivated by applications will find valuable tools to help them designing their experiments.
The first three chapters expose the connections between the asymptotic properties of estimators in parametric models and experimental design, with more emphasis than usual on some particular aspects like the estimation of a nonlinear function of the model parameters, models with heteroscedastic errors, etc. Classical optimality criteria based on those asymptotic properties are then presented thoroughly in a special chapter.
Three chapters are dedicated to specific issues raised by nonlinear models. The construction of design criteria derived from non-asymptotic considerations (small-sample situation) is detailed. The connection between design and identifiability/estimability issues is investigated. Several approaches are presented to face the problem caused by the dependence of an optimal design on the value of the parameters to be estimated.
A survey of algorithmic methods for the construction of optimal designs is provided.
Andrej P\'azman is Professor of Probability and Statistics at the Faculty of Mathematics, Physics and Informatics, Comenius University in Bratislava, Slovakia. He has been Head of the Department of Probability and Statistics (1992-1998) and Head of the Section of Mathematics of his faculty (1999-2001), and he is an elected member of the Learned Society of the Slovak Academy of Sciences. He is the author of the books Foundations of Optimum Experimental Design (Reidel, Kluwer group, 1986) and Nonlinear Statistical Models (Kluwer, 1993).
- Autoren: Luc Pronzato , Andrej Pázman
- 2013, 2013, 399 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 1461463637
- ISBN-13: 9781461463634
- Erscheinungsdatum: 10.04.2013
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- Größe: 5.88 MB
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