Dette, HolgerMüller, Werner G.2012-06-042012-06-042012-06-04http://hdl.handle.net/2003/2946610.17877/DE290R-3349In this paper we consider the problem of constructing optimal designs for models with a constant coefficient of variation. We explore the special structure of the information matrix in these models and derive a characterization of optimal designs in the sense of Kiefer and Wolfowitz (1960). Besides locally optimal designs, Bayesian and standardized minimax optimal designs are also considered. Particular attention is spent on the problem of constructing D-optimal designs. The results are illustrated in several examples where optimal designs are calculated analytically and numerically.enDiscussion Paper / SFB 823;20/2012constant coefficient of variationheteroscedasticityoptimal designpolynomial regression310330620working paper