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

โœ Scribed by Holger Dette; Viatcheslav B. Melas; Stefanie Biedermann


Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
110 KB
Volume
58
Category
Article
ISSN
0167-7152

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โœฆ Synopsis


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 di erential 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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