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 and Probability Letters, 58, (4), pp. 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
Digital Object Identifier (DOI): doi:10.1016/S0167-7152(02)00152-9
Additional Information: Short communication
ISSNs: 0167-7152 (print)
Keywords: trigonometric regression, d-optimality, implicit function theorem, differential equation
Subjects:
Organisations: Statistics
ePrint ID: 41841
Date :
Date Event
2002Published
Date Deposited: 10 Oct 2006
Last Modified: 16 Apr 2017 18:57
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/41841

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