A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle
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.
Year of publication: |
2002
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Authors: | Dette, Holger ; Melas, Viatcheslav B. ; Biedermann, Stefanie |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 58.2002, 4, p. 389-397
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Publisher: |
Elsevier |
Keywords: | Trigonometric regression D-optimality Implicit function theorem Differential equation |
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