Optimal designs for trigonometric regression models

Dette, Holger; Melas, Viatcheslav B.; Shpilev, Petr

Optimal designs for trigonometric regression models

dc.contributor.author	Dette, Holger	de
dc.contributor.author	Melas, Viatcheslav B.	de
dc.contributor.author	Shpilev, Petr	de
dc.date.accessioned	2009-10-29T10:16:40Z
dc.date.available	2009-10-29T10:16:40Z
dc.date.issued	2009-07-04	de
dc.description.abstract	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.	en
dc.identifier.uri	http://hdl.handle.net/2003/26488
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-813
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB 823; 14/2009	de
dc.subject	equivalence theorem	en
dc.subject	Fourier regression models	en
dc.subject	L-optimal designs	en
dc.subject	parameter subsets	en
dc.subject.ddc	310	de
dc.subject.ddc	330	de
dc.subject.ddc	620	de
dc.title	Optimal designs for trigonometric regression models	en
dc.type	Text	de
dc.type.publicationtype	report	de
dcterms.accessRights	open access

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