On asymptotic distribution of optimal design for polynomial-type regression

D-optimal designs [xi]*k,s for a class of polynomial-type regression model tfk,s(x) = vb x vb5(x, x2,..., xk), s> -1, on the intervals [a, 1], 0 [less-than-or-equals, slant] a < 1, considered. The D-optimal designs [xi]*k,s as k --> [infinity], converge weakly to the arcsin distribution on [a, 1]. Comparisons of [xi]*k,s with the arcsin distribution [xi][infinity] are also made.

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Year of publication:	1998
Authors:	Chang, Fu-Chuen
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 36.1998, 4, p. 421-425
Publisher:	Elsevier
Keywords:	Arcsin distribution D-efficiency D-optimal design Jacobi polynomial Polynomial-type

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138215