Autor(en): | Dette, Holger Melas, Viatcheslav B. Shpilev, Petr |
Titel: | Optimal designs for trigonometric regression models |
Sprache (ISO): | en |
Zusammenfassung: | 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 [-pi; pi]. In a recent paper Dette et. al. (2008) 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. |
Schlagwörter: | equivalence theorem Fourier regression models L-optimal designs parameter subsets |
URI: | http://hdl.handle.net/2003/26488 http://dx.doi.org/10.17877/DE290R-813 |
Erscheinungsdatum: | 2009-07-04 |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 823 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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014.pdf | DNB | 268.63 kB | Adobe PDF | Öffnen/Anzeigen |
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