For the regression model whose linear functional of unknown parameters is estimable, the existence of an E-optimal design for supplementary experiments on the set of all design matrices whose Euclid norm does not exceed a given constant is obtained. The E-optimal designs for supplementary experiment
β¦ LIBER β¦
Optimal experiment design for estimating stochastic regression coefficients
β Scribed by A. Yu. Zaigraev
- Publisher
- Springer US
- Year
- 1990
- Tongue
- English
- Weight
- 567 KB
- Volume
- 26
- Category
- Article
- ISSN
- 1573-8337
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