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Statistica Sinica 29 (2019), 2187-2203

DESIGN ADMISSIBILITY, INVARIANCE, AND
OPTIMALITY IN MULTIRESPONSE LINEAR MODELS
Xin Liu and Rong-Xian Yue
Donghua University and Shanghai Normal University

Abstract: This study examines optimal design problems in multiresponse linear models. We investigate the optimality, admissibility, and invariance of approximate designs. Necessary and sufficient conditions are given for a design to be admissible and invariant. Elfving's theorem for D-optimality is established for the multiresponse linear models.

Key words and phrases: Admissible design, Elfving's theorem, invariant design, multiresponse model, optimal design.

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