A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle


Dette, Holger, Melas, V.B. and Biedermann, Stefanie (2002) A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle. Statistics & Probability Letters, 58, (4), 389-397. (doi:10.1016/S0167-7152(02)00152-9).

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Description/Abstract

We investigate the D-optimal design problem in the common trigonometric regression model, where the design space is a partial circle. The task of maximizing the criterion function is transformed into the problem of determining an eigenvalue of a certain matrix via a differential equation approach. Since this eigenvalue is an analytic function of the length of the design space, we can make use of a Taylor expansion to provide a recursive algorithm for its calculation. Finally, this enables us to determine Taylor expansions for the support points of the D-optimal design.

Item Type: Article
Additional Information: Short communication
ISSNs: 0167-7152 (print)
Related URLs:
Keywords: trigonometric regression, d-optimality, implicit function theorem, differential equation
Subjects: Q Science > QA Mathematics
H Social Sciences > HA Statistics
Divisions: University Structure - Pre August 2011 > School of Mathematics > Statistics
ePrint ID: 41841
Date Deposited: 10 Oct 2006
Last Modified: 27 Mar 2014 18:26
URI: http://eprints.soton.ac.uk/id/eprint/41841

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