Arbeitspapier
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 investigated. The results give a complete answer to an open question which was recently raised by Dette and Melas (2003).
- Language
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Englisch
- Bibliographic citation
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Series: Technical Report ; No. 2005,15
- Subject
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trigonometric regression model
c-optimal design
Chebyshev approximation
two dimensional shape analysis
Regression
Schätztheorie
Theorie
- Event
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Geistige Schöpfung
- (who)
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Schpilev, P.
Melas, Viatcheslav B.
Dette, Holger
- Event
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Veröffentlichung
- (who)
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Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (where)
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Dortmund
- (when)
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2005
- Handle
- Last update
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10.03.2025, 11:42 AM CET
Data provider
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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
- Schpilev, P.
- Melas, Viatcheslav B.
- Dette, Holger
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Time of origin
- 2005
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