TY - GEN
T1 - A study on robustness in the optimal design of experiments for copula models
AU - Perrone, Elisa
PY - 2015
Y1 - 2015
N2 - Copulas are a very flexible tool to highlight structural properties of the design for a wide range of dependence structures. In this work we introduce a procedure for checking the robustness of the D-optimal design with respect to slight changes of the marginal distributions in the case of copula models. To this end, we first provide a clear insight for the concept of “robustness” in our domain. Then, we define a stepwise method for the investigation of the design robustness. Finally, by reporting an example focused on comparison between the use of logistic margins and Gaussian margins, we put the usefulness of the analysis up.
AB - Copulas are a very flexible tool to highlight structural properties of the design for a wide range of dependence structures. In this work we introduce a procedure for checking the robustness of the D-optimal design with respect to slight changes of the marginal distributions in the case of copula models. To this end, we first provide a clear insight for the concept of “robustness” in our domain. Then, we define a stepwise method for the investigation of the design robustness. Finally, by reporting an example focused on comparison between the use of logistic margins and Gaussian margins, we put the usefulness of the analysis up.
UR - https://www.scopus.com/pages/publications/84922389639
U2 - 10.1007/978-3-319-13881-7_37
DO - 10.1007/978-3-319-13881-7_37
M3 - Conference contribution
AN - SCOPUS:84922389639
T3 - Springer Proceedings in Mathematics and Statistics
SP - 335
EP - 342
BT - Stochastic Models, Statistics and Their Applications, 2015
A2 - Rafajłowicz, Ewaryst
A2 - Szajowski, Krzysztof
A2 - Steland, Ansgar
PB - Springer
T2 - 12th Workshop on Stochastic Models, Statistics and their Applications, 2015
Y2 - 16 February 2015 through 20 February 2015
ER -