Saturated Locally Optimal Designs Under Differentiable Optimality Criteria
journal contributionposted on 20.01.2016 by H. LINWEI, M. YANG, J. STUFKEN
Any type of content formally published in an academic journal, usually following a peer-review process.
We develop general theory for finding locally optimal designs in a class of single-covariate models under any differentiable optimality criterion. Yang and Stufken [Ann. Statist. 40 (2012) 1665–1681] and Dette and Schorning [Ann. Statist. 41 (2013) 1260–1267] gave complete class results for optimal designs under such models. Based on their results, saturated optimal designs exist; however, how to find such designs has not been addressed. We develop tools to find saturated optimal designs, and also prove their uniqueness under mild conditions.