Design of Experiments in Nonlinear Models

Asymptotic Normality, Optimality Criteria and Small-Sample Properties

Nonfiction, Health & Well Being, Medical, Reference, Biostatistics, Science & Nature, Mathematics, Statistics
Cover of the book Design of Experiments in Nonlinear Models by Luc Pronzato, Andrej Pázman, Springer New York
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Author: Luc Pronzato, Andrej Pázman ISBN: 9781461463634
Publisher: Springer New York Publication: April 10, 2013
Imprint: Springer Language: English
Author: Luc Pronzato, Andrej Pázman
ISBN: 9781461463634
Publisher: Springer New York
Publication: April 10, 2013
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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