Optimum design of experiments for copula models with applications
Sprache des Vortragstitels:
Special S3RI Seminar
Sprache des Tagungstitel:
Entitled "Optimum design of experiments for copula models with applications," Professor Müller will assert that although copula modelling has become a standard tool in many areas of applied statistics over the past decade, the design of related experiments remains a largely neglected aspect. Whether the estimation of copula parameters can be enhanced by optimizing experimental conditions and how robust all the parameter estimates for the model are with respect to the type of copula employed is a particular issue. In his presentation Professor Müller will employ an equivalence theorem for (bivariate) copula models which allows formulation of proficient design algorithms and quick checks of whether designs are optimal or at least efficient. Some examples illustrate that in practical situations considerable gains in design efficiency can be achieved. Particular applications in clinical testing and paired comparisons will be also discussed.