BIASS in the Estimation of Covariance Matrices and Optimality Criteria

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publication-listing mt-3 mb-3"> <h5 class="card-header" style="font-size:.9rem">BIASS in the Estimation of Covariance Matrices and Optimality Criteria</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Juan%20M.%20Rodriguez-Diaz">Juan M. Rodriguez-Diaz</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The precision of parameter estimators in the Gaussian linear model is traditionally accounted by the variance-covariance matrix of the asymptotic distribution. However, this measure can underestimate the true variance, specially for small samples. Traditionally, optimal design theory pays attention to this variance through its relationship with the model's information matrix. For this reason it seems convenient, at least in some cases, adapt the optimality criteria in order to get the best designs for the actual variance structure, otherwise the loss in efficiency of the designs obtained with the traditional approach may be very important. <iframe src="https://publications.waset.org/abstracts/31104.pdf" style="width:100%; height:400px;" frameborder="0"></iframe> <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=correlated%20observations" title="correlated observations">correlated observations</a>, <a href="https://publications.waset.org/abstracts/search?q=information%20matrix" title=" information matrix"> information matrix</a>, <a href="https://publications.waset.org/abstracts/search?q=optimality%20criteria" title=" optimality criteria"> optimality criteria</a>, <a href="https://publications.waset.org/abstracts/search?q=variance-covariance%20matrix" title=" variance-covariance matrix "> variance-covariance matrix </a> </p> <a href="https://publications.waset.org/abstracts/31104/biass-in-the-estimation-of-covariance-matrices-and-optimality-criteria" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/31104.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">443</span> </span> </div> </div> </div> </main> <footer> <div id="infolinks" class="pt-3 pb-2"> <div class="container"> <div style="background-color:#f5f5f5;" class="p-3"> <div class="row"> <div class="col-md-2"> <ul class="list-unstyled"> About <li><a href="https://waset.org/page/support">About Us</a></li> <li><a href="https://waset.org/page/support#legal-information">Legal</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/WASET-16th-foundational-anniversary.pdf">WASET celebrates its 16th foundational 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BIASS in the Estimation of Covariance Matrices and Optimality Criteria