Department of Statistics, Razi University, Kermanshah, Iran
10.22034/jsmta.2024.21906.1146
Abstract
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.
Farhadian, R., & Jafari, H. (2024). Optimal design for a Fréchet copula marginal regression with exponential marginals. Journal of Statistical Modelling: Theory and Applications, 5(1), 117-130. doi: 10.22034/jsmta.2024.21906.1146
MLA
Reza Farhadian; Habib Jafari. "Optimal design for a Fréchet copula marginal regression with exponential marginals", Journal of Statistical Modelling: Theory and Applications, 5, 1, 2024, 117-130. doi: 10.22034/jsmta.2024.21906.1146
HARVARD
Farhadian, R., Jafari, H. (2024). 'Optimal design for a Fréchet copula marginal regression with exponential marginals', Journal of Statistical Modelling: Theory and Applications, 5(1), pp. 117-130. doi: 10.22034/jsmta.2024.21906.1146
VANCOUVER
Farhadian, R., Jafari, H. Optimal design for a Fréchet copula marginal regression with exponential marginals. Journal of Statistical Modelling: Theory and Applications, 2024; 5(1): 117-130. doi: 10.22034/jsmta.2024.21906.1146
)