Optimal designs for trigonometric regression models

被引：10

作者：

Dette, Holger ^{[1
]}

Melas, Viatcheslav B. ^{[2
]}

Shpilev, Petr ^{[2
]}

机构：

[1] Ruhr Univ Bochum, Fak Math, D-44780 Bochum, Germany

[2] St Petersburg State Univ, Dept Math, St Petersburg, Russia

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2011年 / 141卷 / 03期

关键词：

L-optimal designs; Fourier regression models; Parameter subsets; Equivalence theorem; FOURIER REGRESSION; COEFFICIENTS; DISCRIMINATION; EQUIVALENCE;

D O I：

10.1016/j.jspi.2010.10.010

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：

In the common Fourier regression model we investigate the optimal design problem for the estimation of linear combinations of the coefficients, where the explanatory variable varies in the interval In a recent paper Dette et al. (2009) determined optimal designs for estimating certain pairs of the coefficients in the model. The optimal design problem corresponds to a linear optimality criterion for a specific matrix L. In the present paper these results are extended to more general matrices L. By our results the optimal design problem for a Fourier regression of large degree can be reduced to a design problem in a model of lower degree, which allows the determination of L-optimal designs in many important cases. The results are illustrated by several examples. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：1343 / 1353

页数：11

共 16 条

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