Arbeitspapier
Optimal designs for estimating the slope of a regression
In the common linear regression model we consider the problem of designing experiments for estimating the slope of the expected response in a regression. We discuss locally optimal designs, where the experimenter is only interested in the slope at a particular point, and standardized minimax optimal designs, which could be used if precise estimation of the slope over a given region is required. General results on the number of support points of locally optimal designs are derived if the regression functions form a Chebyshev system. For polynomial regression and Fourier regression models of arbitrary degree the optimal designs for estimating the slope of the regression are determined explicitly for many cases of practical interest.
- Sprache
-
Englisch
- Erschienen in
-
Series: Technical Report ; No. 2008,21
- Thema
-
locally optimal design
standardized minimax optimal design
estimating derivatives
polynomial regression
Fourier regression
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Dette, Holger
Melas, Viatcheslav B.
- Ereignis
-
Veröffentlichung
- (wer)
-
Technische Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (wo)
-
Dortmund
- (wann)
-
2008
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Dette, Holger
- Melas, Viatcheslav B.
- Technische Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Entstanden
- 2008
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