کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149482 | 957880 | 2011 | 11 صفحه PDF | دانلود رایگان |
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 [−π,π][−π,π]. In a recent paper Dette et al. (2009) 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.
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 3, March 2011, Pages 1343–1353