In this note we consider the problem of maximizing the determinant of moment matrices of matrix measures. The maximizing matrix measure can be characterized explicitly by having equal (matrix valued) weights at the zeros of classical (one dimensional) orthogonal polynomials. The results...

We provide a method for distinguishing long-range dependence from deterministic trends such as structural breaks. The method is based on the comparison of standard log-periodogram regression estimation of the memory parameter with its tapered counterpart. The difference of these estimators...

The paper reports a robust parameter design experiment, where we have used Taguchi's product array and a combined array simultaneously. This was done as part of a research project dealing with experimental design to optimise the process of sheet metal spinning. We found that the classical...

A modified version of principal component analysis (PCA) for time series is investigated. The approach is in the frequency domains as in Brillinger (1975). Available knowledge on the subject matter can be incorporated via rotational methods. This eases the interpretation of the obtained...

In this paper robust and efficient designs are derived for several exponential decay models. These models are widely used in chemistry, pharmacokinetics or microbiology. We propose a maximin approach, which determines the optimal design such that a minimum of the D-efficiencies (taken over a...

In this entry we seek to put into perspective some of the ways in which statistical methods contribute to modern engineering practice. Engineers design and oversee the production, operation, and maintenance of the products and systems that under-gird modern technological society. Their work is...

Observations which seem to deviate strongly from the main part of the data may occur in every statistical analysis. These observations usually labelled as outliers, may cause completely misleading results when using standard methods and may also contain information about special events or...

This paper concerns locally optimal experimental designs for non- linear regression models. It is based on the functional approach intro- duced in (Melas, 1978). In this approach locally optimal design points and weights are studied as implicitly given functions of the nonlinear parameters...

We consider problems of quantifying and monitoring accuracy and precision of measurement in mass spectrometry, particularly in contexts where there is unavoidable day-to-day/period-to-period changes in instrument sensitivity. First we consider the issue of estimating instrument sensitivity based...

In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential nonparametric kernel procedures under local nonparametric...