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Geometric approaches to design of experiment *  

Author: D.M. Titterington a
Affiliation:   a Department of Statistics, The University, Glasgow, Scotland
DOI: 10.1080/02331888008801531
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 11, Issue 1 1980 , pages 151 - 163
Formats available: PDF (English)
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Abstract

Lagrangian duality theory is used to relate problems of D-optimal design of experiments to covering problems involving ellipsoids and ellipsoidal cylinders. The possibility of generalisation of the results to other optimality criteria is discussed. The covering ellipsoids find application in some robust estimation activities and there are links with the operational research problems of optimal location of facilities. The possibility of exact computation of the covering ellipsoids is investigated.
* 1Paper given at the 4th International Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis, Muumlhlhausen (GDR), May 1979.
Keywords: Optimal design; D-optimality; Lagrangian duality; covering problems; ellipsoids; cylinders; trimming; robust estimation; optimal location of facilities
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