傅立叶回归模型中系数对估计的优化设计

H. Dette, V. Melas
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引用次数: 10

摘要

在普通傅立叶回归模型中,我们研究了估计系数对的最优设计问题,其中解释变量在区间[1 / 4;¼]。考虑l -最优设计,并且在许多重要的情况下,可以明确地找到l -最优设计,其中解决方案的复杂性取决于三角回归模型的程度和必须估计的coe±客户对的项的顺序。
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Optimal designs for estimating pairs of coefficients in Fourier regression models
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 [i¼; 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.
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