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 |
| Item ID: | 41841 |
| Date Deposited: | 10 Oct 2006 |
| Last Modified: | 28 Jun 2012 10:42 |
| Contributors: | Dette, Holger (Author) Melas, V.B. (Author) Biedermann, Stefanie (Author) |
| Date: | 2002 |
| Additional Information: | Short communication |
| Status: | Published |
| Contact Email Address: | s.biedermann@soton.ac.uk |
| URI: | http://eprints.soton.ac.uk/id/eprint/41841 |
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