Title | MODA4 โ Advances in Model-Oriented Data Analysis [electronic resource] : Proceedings of the 4th International Workshop in Spetses, Greece June 5-9, 1995 / edited by Christos P. Kitsos, Werner G. Mรผller |
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Imprint | Heidelberg : Physica-Verlag HD : Imprint: Physica, 1995 |
Connect to | http://dx.doi.org/10.1007/978-3-662-12516-8 |
Descript | XIV, 297 p. online resource |
I Optimal Design -- Optimal Designs for TimeโDependent Responses -- Robust Optimal Designs with Constraints -- Bayesian Designs for Approximate Normality -- Simulation Approach to One-Stage and Sequential Optimal Design Problems -- One Bound for the Mean Duration of Sequential Testing Homogeneity -- MV-optimization in Simple Linear Regression -- On the Support Points of D-Optimal Nonlinear Experimental Designs for Chemical Kinetics -- Designing Experiments for Additive Nonlinear Models -- D-Optimal Designs for Generalized Linear Models -- Further Results on Optimal Designs for Generalized Tic Polynomials on the Simplex -- Relations between Spring and Chemical Balance Weighing Designs with the Diagonal Covariance Matrix of Errors -- Optimal Design for Experiments with Potentially Failing Trials -- Regression Design for One-Dimensional Subspaces -- D-Optimal First Order Saturated Designs with n ? 2mod4 Observations -- On Information Matrices for Fixed and Random Parameters in Generally Balanced Experimental Block Designs -- Estimation of Parameters in Factorial Triallel Analysis for BIB Design โ the Mixed Model -- On the Optimality of Certain Nested Block Designs under a Mixed Effects Model -- Construction of A-Optimum Cross-Over Designs -- An Algorithm for Sampling Optimization for Semivariogram Estimation -- II Estimation and Optimization -- Multivariate Transformations, Regression Diagnostics and Seemingly Unrelated Regression -- Regression Rank Scores: Asymptotic Linearity and RR-Estimators -- The Asymptotic Distribution of Regression Parameters -- Some Simulation Results on Cross-Validation and Competitors for Model Choice -- Robust Estimation of Non-linear Aspects -- Robust Minimax Adaptive M-Estimators of Regression Parameters -- Modeling Heterogeneity and Extraneous Variation Using Weighted Distributions -- Gibbs Sampling for ARCH Models in Finance -- A Class of Recursive Algorithms Using Non-parametric Methods with Constant Step Size and Window Width: A Numerical Study -- Robust Design of Products Depending on Both Qualitative and Quantitative Factors -- Improving on Golden-Section Optimisation for Locally Symmetric Functions