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DC Element | Wert | Sprache |
---|---|---|
dc.contributor.author | Dette, Holger | - |
dc.contributor.author | Trampisch, Matthias | - |
dc.date.accessioned | 2011-08-11T13:15:24Z | - |
dc.date.available | 2011-08-11T13:15:24Z | - |
dc.date.issued | 2011-08-11 | - |
dc.identifier.uri | http://hdl.handle.net/2003/28973 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-12655 | - |
dc.description.abstract | Despite of their importance optimal designs for quantile regression models have not been developed so far. In this paper we investigate the D-optimal design problem for the location scale nonlinear quantile regression model. We provide a necessary condition to check for the optimality of a given design and use it to determine bounds for the number of support points of locally D-optimal designs. The results are illustrated determining locally, Bayesian and standardized maximin D-optimal designs for quantile regression analysis in the Michaelis-Menten and EMAX model, where the location and the scale function are related by a known link function. | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB 823;26/2011 | - |
dc.subject | EMAX model | en |
dc.subject | heteroscedasticity | en |
dc.subject | locally optimal design | en |
dc.subject | Michaelis-Menten model | en |
dc.subject | quantile regression | en |
dc.subject | robust designs | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | Optimal designs for quantile regression models | en |
dc.type | Text | de |
dc.type.publicationtype | workingPaper | de |
dcterms.accessRights | open access | - |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 823 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
---|---|---|---|---|
DP_2611_SFB823_Dette_Trampisch.pdf | DNB | 457.31 kB | Adobe PDF | Öffnen/Anzeigen |
Diese Ressource ist urheberrechtlich geschützt. |
Diese Ressource ist urheberrechtlich geschützt.
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