D-Optimal designs for weighted polynomial regression -: A functional approach

被引：3

作者：

Chang, FC ^{[1
]}

机构：

[1] Natl Sun Yat Sen Univ, Dept Math Appl, Kaohsiung 804, Taiwan

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2005年 / 57卷 / 04期

关键词：

approximate D-optimal design; Chebyshev system; D-efficiency; D-Equivalence Theorem; implicit function theorem; recursive algorithm; Taylor expansion; weighted polynomial regression;

D O I：

10.1007/BF02915442

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：

This paper is concerned with the problem of computing approximate Doptimal design for polynomial regression with analytic weight function on a interval [m(0) - a, m(0) + a]. It is shown that the structure of the optimal design depends on a and weight function. Moreover, the optimal support points and weights are analytic functions of a at a = 0. We make use of a Taylor expansion to provide a recursive procedure for calculating the D-optimal designs.

引用

页码：833 / 844

页数：12

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