D-optimal designs for polynomial regression with exponential weight function

被引:0
|
作者
Fu-Chuen Chang
Hsiu-Ching Chang
Sheng-Shian Wang
机构
[1] National Sun Yat-sen University,Department of Applied Mathematics
来源
Metrika | 2009年 / 70卷
关键词
Arcsin distribution; Asymptotic design; -efficiency; -equivalence theorems; -optimal design; Laguerre polynomial; Legendre polynomial; Squeeze theorem;
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中图分类号
学科分类号
摘要
Weighted polynomial regression with exponential weight function on an interval is considered. The D-optimal designs are completely characterized via three differential equations. Some invariant properties of the optimal designs under affine transformation are derived. The optimal design as degree of polynomial goes to infinity, is shown to converge weakly to the arcsin distribution. Comparisons of the optimal designs with the arcsin distribution are also made.
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页码:339 / 354
页数:15
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