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

Author

Listed:
  • Schpilev, P.
  • Melas, Viatcheslav B.
  • Dette, Holger

Abstract

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).

Suggested Citation

  • Schpilev, P. & Melas, Viatcheslav B. & Dette, Holger, 2005. "Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models," Technical Reports 2005,15, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:200515
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