E-optimal designs for rational models

• 成果类型: Article
• 署名作者: Imhof, LA; Studden, WJ
• 署名单位: RWTH Aachen University; Purdue University System; Purdue University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1009210689
• 发表日期: 2001
• 页码: 763-783
• 关键词: weighted polynomial regression; interpolation; inverse

摘要

E-optimal and standardized-E-optimal designs for various types of rational regression models are determined. In most cases, optimal designs are found for every parameter subsystem. The design points and weights are given explicitly in terms of Bernstein-Szego polynomials, The analysis is based on a general theorem on E-optimal designs for Chebyshev systems.