YAN Xueyu, LIU Xin. μp-Optimal Designs for Copula Regression ModelsJ. Chinese Journal of Applied Probability and Statistics, 2026, 42(5): 722-734. DOI: 10.12460/j.issn.1001-4268.aps.2026.2025028
Citation: YAN Xueyu, LIU Xin. μp-Optimal Designs for Copula Regression ModelsJ. Chinese Journal of Applied Probability and Statistics, 2026, 42(5): 722-734. DOI: 10.12460/j.issn.1001-4268.aps.2026.2025028

μp-Optimal Designs for Copula Regression Models

  • The investigation focuses on optimal design issues related to the comparison of regression curves within the framework of the Copula model. The μp-optimal design is defined for comparing regression curves using a bivariate Copula model. An equivalence theorem is established using directional derivatives. 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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