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Optimal designs for estimating pairs of coefficients in Fourier regression models

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  • Dette, Holger
  • Melas, Viatcheslav B.

Abstract

In the common Fourier regression model we investigate the optimal design problem for estimating pairs of the coefficients, where the explanatory variable varies in the interval [¡¼; ¼]. L-optimal designs are considered and for many important cases L-optimal designs can be found explicitly, where the complexity of the solution depends on the degree of the trigonometric regression model and the order of the terms for which the pair of the coe±cients has to be estimated.

Suggested Citation

  • Dette, Holger & Melas, Viatcheslav B., 2008. "Optimal designs for estimating pairs of coefficients in Fourier regression models," Technical Reports 2008,02, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:200802
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    References listed on IDEAS

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    1. Holger Dette & Viatcheslav Melas & Piter Shpilev, 2007. "Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(4), pages 655-673, December.
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