Arbeitspapier
Optimal designs for estimating individual coefficients in Fourier regression models
In the common trigonometric regression model we investigate the optimal design problem for the estimation of the individual coefficients, where the explanatory variable varies in the interval [-a ,a] ; 0 < a < t. It is demonstrated that the structure of the optimal design depends sensitively on the size of the design space. For many cases optimal designs can be found explicitly, where the complexity of the solution depends on the value of the parameter a and the order of the term, for which the corresponding coefficient has to be estimated.
- Language
-
Englisch
- Bibliographic citation
-
Series: Technical Report ; No. 2001,05
- Subject
-
trigonometric regression
c-optimality
optimal design for estimating individual coefficients
Chebyshev approximation problem
implicit function theorem
- Event
-
Geistige Schöpfung
- (who)
-
Dette, Holger
Melas, Viatcheslav B.
- Event
-
Veröffentlichung
- (who)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (where)
-
Dortmund
- (when)
-
2001
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Dette, Holger
- Melas, Viatcheslav B.
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Time of origin
- 2001