Second-order approximation of the entropy in nonlinear least-squares estimation
Selection in parametric models via some stepdown procedures
The paper considers the problem of consistent variable selection in parametic models with the use of stepdown multiple hypothesis procedures. Our approach completes the results of Bunea et al. [J. Statist. Plann. Inference 136 (2006)]. A simulation study supports the results obtained.
Sequential and iterative designs of experiments
Sequential estimation method for the minimum of a quadratic regression function
Sequential identification algorithm and controller choice for a certain class of distributed systems
Some constructions of nested balanced equireplicate block designs
arious methods of constructing nested ternary and quaternary efficiency balanced and variance balanced designs are proposed by applying some repetitions of treatments in all possible pairs of treatments. In these designs sub-blocks and super-blocks may form different p-ary designs, where sub-blocks have higher efficiency as compared to super-blocks, i.e., any two elementary treatment contrasts in the sub-blocks can be measured with higher efficiency than any two elementary contrasts in the super-block...
Some E and MV-optimal Row-Column Designs Having Equal Numbers of Rows and Columns.
Some observations on the constructions of chemical balance weighing designs
The construction of some optimum chemical balance weighing designs from affine μ-resolvable balanced incomplete block (BIB) designs are discussed in the light of a characterization theorem on the parameters of affine μ-resolvable BIB designs as given by Mohan and Kageyama (1982), for the sake of practical use of researchers who need some selective designs for the construction of chemical balance weighing designs.
Some remarks on experimental design
The paper deals with the experimental design which is optimal in the following sense: it satisfies the cost requirements simultaneously with a satisfactory precision of estimates. The underlying regression model is quadratic. The estimates of unknown parameters of the model are explicitly derived.
Strange Design Points in Linear Regression
We discuss, partly on examples, several intuitively unexpected results in a standard linear regression model. We demonstrate that direct observations of the regression curve at a given point can not be substituted by observations at two very close neighboring points. On the opposite, we show that observations at two distant design points improve the variance of the estimator. In an experiment with correlated observations we show somewhat unexpected conditions under which a design point gives no...
Subdifferentiability and Lipschitz Continuity in Experimental Design Problems.