D-optimal design;
Implicit function theorem;
Polynomial regression;
Recursive algorithm;
Taylor expansion;
Trigonometric regression;
FOURIER REGRESSION;
MODELS;
D O I:
10.1016/j.jspi.2013.01.013
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
Consider the D-optimal designs for a combined polynomial and trigonometric regression on a partial circle. It is shown that the optimal design is equally supported and the structure of the optimal design depends only on the length of the design interval and the support points are analytic functions of this parameter. Moreover, the Taylor expansion of the optimal support points can be determined efficiently by a recursive procedure. Examples are presented to illustrate the procedures for computing the optimal designs. (C) 2013 Elsevier B.V. All rights reserved.
机构:
Peking Univ, Sch Math Sci, LMAM, Beijing 100871, Peoples R China
Peking Univ, Ctr Stat Sci, Beijing 100871, Peoples R ChinaPeking Univ, Sch Math Sci, LMAM, Beijing 100871, Peoples R China
Ai, Mingyao
Ye, Zhiqiang
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机构:
Peking Univ, Sch Math Sci, LMAM, Beijing 100871, Peoples R China
Peking Univ, Ctr Stat Sci, Beijing 100871, Peoples R ChinaPeking Univ, Sch Math Sci, LMAM, Beijing 100871, Peoples R China
Ye, Zhiqiang
Yu, Jun
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机构:
Beijing Inst Technol, Sch Math & Stat, Beijing 100811, Peoples R ChinaPeking Univ, Sch Math Sci, LMAM, Beijing 100871, Peoples R China
机构:
Univ Burdwan, Dept Stat, Burdwan 713104, W Bengal, IndiaPenn State Univ, Dept Stat, University Pk, PA 16802 USA
Das, Rabindra Nath
Lin, Dennis Kj.
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机构:
Penn State Univ, Dept Stat, University Pk, PA 16802 USA
Renmin Univ, Sch Stat, Beijing, Peoples R ChinaPenn State Univ, Dept Stat, University Pk, PA 16802 USA