The sequential generation of multiresponse d-optimal designs when the variance-covariance matrix is not known

Manel Cooray-Wijesinha, Andre' I. Khuri

Research output: Contribution to journalArticlepeer-review

17 Scopus citations

Abstract

The construction of D-optimal designs for multiresponse experiments was considered by Fedorov (1972, Ch. 5). His algorithm required that the variance-covariance matrix, E, of the responses be known. This is rarely the case in practice. The primary objective of this paper is to develop a sequential procedure for the construction of multiresponse designs when Σ is not known. Several numerical examples are given to illustrate this procedure.

Original languageEnglish (US)
Pages (from-to)239-259
Number of pages21
JournalCommunications in Statistics - Simulation and Computation
Volume16
Issue number1
DOIs
StatePublished - Jan 1 1987

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modeling and Simulation

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