The Copula model is widely used in fields such as economics and finance,and studying its optimal design problem can provide experimental plans with more statistical inference power.This paper studies the A-optimal design problem of the Copula model and establishes an equivalence theorem for the A-optimal design of the bivariate Copula model using directional derivatives,providing a theoretical tool for solving and verifying the A-optimal design.Based on this tool,the A-optimal designs of the Gaussian Copula model with a linear regression marginal model and the Product Copula and Clayton Copula models with a logistic regression marginal model were obtained,demonstrating the effectiveness of the equivalence theorem.
Copula modelA-optimal designequivalence theoremsensitivity function
万方数据
维普
