A note on the maximization of matrix valued Hankel determinants with applications

Holger Dette; W. J. Studden

In this note we consider the problem of maximizing the determinant of moment matrices of matrix measures. The maximizing matrix measure can be characterized explicitly by having equal (matrix valued) weights at the zeros of classical (one dimensional) orthogonal polynomials. The results generalize classical work of Schoenberg (1959) to the case of matrix measures. As a statistical application we consider several optimal design problems in linear models, which generalize the classical weighing design problems.

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Year of publication:	2003
Authors:	Dette, Holger ; Studden, W. J.
Publisher:	Dortmund : Univ., SFB 475
Subject:	Matrix measures \| Hankel matrix \| orthogonal polynomials \| approximate optimal designs \| spring balance weighing designs \| Lineare Algebra \| Linear algebra \| Schätztheorie \| Estimation theory