Robust integral compounding criteria for trend and correlation structures

2015 
Optimal design is a crucial issue in Environmental measurement with typical time–space correlated observations. A modified Arrhenius model with a particular correlation structure will be applied to the methane removal in the atmosphere, a very important environmental issue at this moment. We introduce a class of integrated compound criteria for obtaining robust designs. In particular, the paper provides an insight into the relationship of a compound D-optimality criterion for both the trend and covariance parameters, and the Integrated Mean Squared Prediction Error (IMSPE) criterion. In general, if there are two or more approaches of a given problem, e.g. two rival models or two different parts of a model, an integral relationship may be constructed with the aim of finding a suitable compromise between them. The Fisher information matrix (FIM) will be used in both cases. Then the integral compound criterion with respect to a density from a given parametric family of distributions is optimized. We also discuss some general conditions around the behavior of the introduced approach for comparing the FIMs and provide computing methods.
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