Optimal Designs for Trigonometric and Polynomial Regression Using Canonical Moments

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Approximate Optimal Designs for Multivariate Polynomial Regression

Abstract: We introduce a new approach aiming at computing approximate optimal designs for multivariate polynomial regressions on compact (semi-algebraic) design spaces. We use the moment-sum-of-squares hierarchy of semidefinite programming problems to solve numerically the approximate optimal design problem. The geometry of the design is recovered via semidefinite programming duality theory. Th...

متن کامل

Constrained D-and D 1 -optimal Designs for Polynomial Regression

In the common polynomial regression model of degree m we consider the problem of determining the D-and D 1-optimal designs subject to certain constraints for the D 1-eeciencies in the models of degree m ? j; m ? j + 1; : : : ; m + k (m > j 0; k 0 given). We present a complete solution of these problems, which on the one hand allow a fast computation of the constrained optimal designs and on the...

متن کامل

Optimal Interpolator Using a Trigonometric Polynomial

All-digital approaches for the adjustment of timing offset in digital modems have attracted increasing attention. We recently announced a novel interpolation method which, instead of approximating the continuous-time signal with a conventional polynomial and computing the synchronized samples using a Farrow structure, uses a trigonometric polynomial. Simulation results indicate that improved pe...

متن کامل

Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models

In the common Fourier regression model we determine the optimal designs for estimating the coefficients corresponding to the lower frequencies. An analytical solution is provided which is found by an alternative characterization of c-optimal designs. Several examples are provided and the performance of the D-optimal design with respect to the estimation of the lower order coefficients is invest...

متن کامل

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 di erential equation approach. Since this eigenvalue is an analytic function of the length of the design space, we can make use of...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 1985

ISSN: 0090-5364

DOI: 10.1214/aos/1176346599