Abstract
The DKL-optimality criterion has been recently proposed for the dual problem of model discrimination and parameter estimation, for the case of two rival models. A sequential version of the DKL-optimality criterion is herein proposed in order to discriminate and efficiently estimate more than two nested non-linear models. Our sequential method is inspired by the procedure of Biswas and Chaudhuri (2002), which is however useful only in the set up of nested linear models.
| Original language | English |
|---|---|
| Pages (from-to) | 1917-1920 |
| Number of pages | 4 |
| Journal | AIP Conference Proceedings |
| Volume | 1281 |
| DOIs | |
| Publication status | Published - 2010 |
| Event | International Conference on Numerical Analysis and Applied Mathematics 2010, ICNAAM-2010 - Rhodes, Greece Duration: 19 Sept 2010 → 25 Sept 2010 |
Keywords
- Adaptive sequential design
- D-optimality
- DKL-optimality
- KL-optimality
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