Abstract.
In this paper we present a new stochastic characterization of the Loewner optimality design criterion. The result is obtained by proving a generalization to the well known corollary of Anderson's theorem. Certain connections between the Loewner optimality and the stochastic distance optimality design criterion are showed. We also present applications and generalizations of the main result.
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Received: 9 August 2000
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Liski, E., Zaigraev, A. A stochastic characterization of Loewner optimality design criterion in linear models. Metrika 53, 207–222 (2001). https://doi.org/10.1007/s001840000106
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DOI: https://doi.org/10.1007/s001840000106