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

Record type: Article

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.

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Citation

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), pp. 389-397. (doi:10.1016/S0167-7152(02)00152-9).

More information

Published date: 2002
Additional Information: Short communication
Keywords: trigonometric regression, d-optimality, implicit function theorem, differential equation
Organisations: Statistics

Identifiers

Local EPrints ID: 41841
URI: http://eprints.soton.ac.uk/id/eprint/41841
ISSN: 0167-7152
PURE UUID: 7f9297e8-6009-47f0-820a-b8d86a247734

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Date deposited: 10 Oct 2006
Last modified: 17 Jul 2017 15:27

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Contributors

Author: Holger Dette
Author: V.B. Melas

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