Authors: Dette, Holger
Studden, W. J.
Title: A Note on the Maximization of Matrix Valued Hankel Determinants with Applications
Language (ISO): en
Abstract: In this note we consider the problem of maximizing the determinant of moment matrices of matrix measures. The maximizing matrix measure can be characterized explicitly by having equal (matrix valued) weights at the zeros of classical (one dimensional) orthogonal polynomials. The results generalize classical work of Schoenberg (1959) to the case of matrix measures. As a statistical application we consider several optimal design problems in linear models, which generalize the classical weighing design problems.
Subject Headings: matrix measures
Hankel matrix
orthogonal polynomials
spring balance weighing designs
approximate optimal designs
Issue Date: 2003
Provenance: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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