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In the common nonparametric regression model y(i) = g(ti) + a (ti) ei , i=1….,n with i.i.d - noise and nonrepeatable design points ti we consider the problem of choosing an optimal design for the estimation of the regression function g. A minimax approach is adopted which searches for designs...
Persistent link: https://www.econbiz.de/10010982326
Do active vertical mass movements occur within a population of phototropic bacteria in the meromictic Lake Cadagno. An experiment was conducted in vivo to record vertical profiles of the parameters turbidity and temperature in a spatial resolution of 30 cm repeatedly over time. After eliminating...
Persistent link: https://www.econbiz.de/10010982327
This paper applies linear discriminant analysis to classify West German business cycles from 1955 to 1994 into a four phase scheme (upswing, downswing, and upper/lower turning point phases). It describes the scheme as well as the selection of the classifying variables, and presents...
Persistent link: https://www.econbiz.de/10010982328
The minimum number of misclassifications achievable with affine hyper_ planes on a given set of labeled points is a key quantity in both statistics and computational learning theory. However, determining this quantity exactly is essentially NP_hard_ cf_ Höfgen, Simon and van Horn (1995.) Hence,...
Persistent link: https://www.econbiz.de/10010982329
In the common polynomial regression of degree m we determine the design which maximizes the minimum of the D-efficiency in the model of degree m and the D-efficiencies in the models of degree m – j,…, m + k (j, k 0 given). The resulting designs allow an efficient estimation of the...
Persistent link: https://www.econbiz.de/10010982330
In this paper the optimal design problem for the estimation of the individual coefficients in a polynomial regression on an arbitrary interval [a, b] (- inf. a b inf) is considered. Recently, Sahm (2000) demonstrated that the optimal design is one of four types depending on the symmetry...
Persistent link: https://www.econbiz.de/10010982331
In this note we consider the D-optimal design problem for the heteroscedastic polynomial regression model. Karlin and Studden (1966a) found explicit solutions for three types of efficiency functions. We introduce two ‘new’ functions to model the heteroscedastic structure, for which the...
Persistent link: https://www.econbiz.de/10010982332
Persistent link: https://www.econbiz.de/10010982333
We show that previous results on the asymptotic efficiency of OLS versus GLS in the context of trending data carry over to regressors of the fractionally integrated type.
Persistent link: https://www.econbiz.de/10010982334
Different estimation methods for covariance parameters in meta-analyses can result in conflicting p-values concerning the test of treatment effect. We propose a valid method to overcome this problem at least partially by introducing a new estimator for the standard deviation of the common...
Persistent link: https://www.econbiz.de/10010982335