Copula回归模型的μp-最优设计

μp-Optimal Designs for Copula Models

  • 摘要: 研究基于Copula模型的回归曲线比较的最优设计问题.以二元Copula模型的曲线比较为目标定义了μp-最优准则,并利用方向导数建立了等价性定理,为μp-最优设计的求解与验证提供理论依据.以边际回归曲线为低阶多项式函数,误差服从Gaussian分布且联合分布由二元GaussianCopula确定的情形为例,求解了μ1-最优设计和μ-最优设计,展示了等价性定理的作用.进一步地,计算了边际回归曲线均为一阶多项式函数,Copula函数为Clayton Copula的μ1-最优设计.为深入探究不同设计的差异,定义了μp-最优设计的效率,并对多种设计进行了比较.

     

    Abstract: The investigation focuses on optimal design issues related to the comparison of regression curves within the framework of the Copula model. The μp-optimal is defined for comparing regression curves using a bivariate Copula model.An equivalence theorem is established using directional derivative.This theorem provides a theoretical foundation for solving and verifying μp-optimal designs. As an example, the study considers a scenario where marginal regression curves are modeled as low-order polynomial functions. The errors are assumed to follow a Gaussian distribution. The joint distribution is specified using a bivariate Gaussian Copula.Solutions for the μ1-optimal design and the μ-optimal design are derived. These results demonstrate the practical utility of the equivalence theorem in optimal design problems.

     

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