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.
关键词
Copula模型/A-最优设计/等价性定理/灵敏度函数
Key words
Copula model/A-optimal design/equivalence theorem/sensitivity function
维普
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