A Study on Robustness in the Optimal Design of Experiments for Copula Models

Copulas are a very flexible tool to highlight structural properties of the design for a wide range of dependence structures. In this work we introduce a procedure for checking the robustness of the D-optimal design with respect to slight changes of the marginal distributions in the case of copula models. To this end, we first provide a clear insight for the concept of “robustness” in our domain. Then, we define a stepwise method for the investigation of the design robustness. Finally, by reporting an example focused on comparison between the use of logistic margins and Gaussian margins, we put the usefulness of the analysis up.

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