Showing 1 - 10 of 10
In this paper we describe the special role of moment theory for the construction of optimal designs in statistical regression models. A careful introduction in the problem of designing experiments for certain polynomial regression models is given, and it is demonstrated that the maximization of...
Persistent link: https://www.econbiz.de/10009775972
Moment spaces, weak convergence, large deviations, canonical moments, range of the moment space, beta-distribution
Persistent link: https://www.econbiz.de/10010296672
In this paper we study the connection between matrix measures and random walks with a tridiagonal block transition matrix. We derive sufficient conditions such that the blocks of the n-step transition matrix of the Markov chain can be represented as integrals with respect to a matrix valued...
Persistent link: https://www.econbiz.de/10010296686
In this article, the problem of constructing efficient discriminating designs in a Fourier regression model is considered. We propose designs which maximize the efficiency for the estimation of the coefficient corresponding to the highest frequency subject to the constraints that the...
Persistent link: https://www.econbiz.de/10010296742
In this paper we explore the relation between matrix measures and Quasi-Birth-and-Death processes. We derive an integral representation of the transition function in terms of a matrix valued spectral measure and corresponding orthogonal matrix polynomials. We characterize several stochastic...
Persistent link: https://www.econbiz.de/10010300676
Persistent link: https://www.econbiz.de/10005376012
In this paper we study the connection between matrix measures and random walks with a tridiagonal block transition matrix. We derive sufficient conditions such that the blocks of the n-step transition matrix of the Markov chain can be represented as integrals with respect to a matrix valued...
Persistent link: https://www.econbiz.de/10009216852
In this article, the problem of constructing efficient discriminating designs in a Fourier regression model is considered. We propose designs which maximize the efficiency for the estimation of the coefficient corresponding to the highest frequency subject to the constraints that the...
Persistent link: https://www.econbiz.de/10009216947
In this paper we explore the relation between matrix measures and Quasi-Birth-and-Death processes. We derive an integral representation of the transition function in terms of a matrix valued spectral measure and corresponding orthogonal matrix polynomials. We characterize several stochastic...
Persistent link: https://www.econbiz.de/10009216952
Moment spaces, weak convergence, large deviations, canonical moments, range of the moment space, beta-distribution
Persistent link: https://www.econbiz.de/10009219794