Authors: Dette, Holger
Melas, Viatcheslav B.
Pepelyshev, Andrey
Title: Optimal designs for smoothing splines
Language (ISO): en
Abstract: In the common nonparametric regression model we consider the problem of constructing optimal designs, if the unknown curve is estimated by a smoothing spline. A new basis for the space of natural splines is derived, and the local minimax property for these splines is used to derive two optimality criteria for the construction of optimal designs. The first criterion determines the design for a most precise estimation of the coefficients in the spline representation and corresponds to D-optimality, while the second criterion is the G-criterion and corresponds to an accurate prediction of the curve. Several properties of the optimal designs are derived. In general D- and G-optimal designs are not equivalent. Optimal designs are determined numerically and compared with the uniform design. AMS Subject Classification: Primary 62K05; Secondary: 65D10
Subject Headings: D- and G-optimal designs
Nonparametric regression
Saturated designs
Smoothing spline
URI: http://hdl.handle.net/2003/24710
http://dx.doi.org/10.17877/DE290R-206
Issue Date: 2007-09-05T12:37:20Z
Appears in Collections:Sonderforschungsbereich (SFB) 475

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