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   optimal design for a fréchet copula marginal regression with exponential marginals  
   
نویسنده farhadian reza ,jafari habib
منبع journal of statistical modelling: theory and applications - 2024 - دوره : 5 - شماره : 1 - صفحه:117 -130
چکیده    Modeling dependence using copula functions is a standard and widely used method in applied statistics‎. ‎in recent years‎, ‎experiments have been conducted in which several dependent responses are described by regression models‎, ‎and then experimental designs for these models have been carried out‎. ‎these regression models are often expressed as copula-based regression models‎, ‎so the copula parameters (if they exist) also affect the optimal design problem‎. ‎in this paper‎, ‎we consider the dependence structure of a random pair from the exponential distribution conditionally upon a covariate as a regression model‎, ‎then investigate the d-optimal design for this copula-based regression model‎. ‎the copula function that is used is the fréchet‎‎ copula‎. ‎the optimal designs obtained all have a general form depending on the selected design space.
کلیدواژه copula-based model ,d-optimal design ,fisher information matrix ,fréchet copula
آدرس ‎razi university‎, department of statistics‎, iran, ‎razi university‎, department of statistics‎, iran
پست الکترونیکی h.jafari@razi.ac.ir
 
     
   
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