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論文名稱 Title |
在部分圓上一階三角迴歸模型之正合D最適設計 Exact D-optimal Designs for First-order Trigonometric Regression Models on a Partial Circle |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
26 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2011-06-15 |
繳交日期 Date of Submission |
2011-06-24 |
關鍵字 Keywords |
蓋理論、D最適設計、連續型設計、動差集合、部分圓、正合設計、一階三角函數迴歸模型 partial circle, majorization theorem, D-optimality, first order trigonometric model, exact design, moment set, approximate design |
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統計 Statistics |
本論文已被瀏覽 5771 次,被下載 1165 次 The thesis/dissertation has been browsed 5771 times, has been downloaded 1165 times. |
中文摘要 |
近幾年在部分圓上低階三角迴歸模型的各式各樣連續型的設計問題已被解決。在此篇論文中將討論:在部分圓上沒有截距項的一階三角迴歸模型的正合和連續D最適設計。藉由幾何的方法找尋出三角動差集合的邊界,且推導出邊界上設計的特徵,更藉此完整地提供正合D最適設計的解。我們發現,設計區間的長短和觀測點的 個數會影響正合D最適設計的解。 |
Abstract |
Recently, various approximate design problems for low-degree trigonometric regression models on a partial circle have been solved. In this paper we consider approximate and exact optimal design problems for first-order trigonometric regression models without intercept on a partial circle. We investigate the intricate geometry of the non-convex exact trigonometric moment set and provide characterizations of its boundary. Building on these results we obtain a complete solution of the exact D-optimal design problem. It is shown that the structure of the optimal designs depends on both the length of the design interval and the number of observations. |
目次 Table of Contents |
Acknowledgements i Abstract ii 1 Introduction 1 2 Approximate D-optimal designs 3 3 The moment set of exact designs 5 4 Exact D-optimal designs 13 Appendix 15 References 20 |
參考文獻 References |
Constantine, B., Lim, B. and Studden, W.J. (1987). Admissible and optimal exact designs for polynomial regression. J. Statist. Plann. Inference 16, 15-32. Dette, H., Melas, V.B. and Pepelyshev, A. (2002). D-optimal designs for trigonometric regression models on a partial circle. Ann. Inst. Statist. Math. 54, 945-959. Dette, H., Melas, V.B. and Shpilev, P.V. (2009). Optimal designs for estimating the pairs of coefficients in Fourier regression models. Statist. Sinica 19, 1587-1601. Dette, H., Melas, V.B. and Shpilev, P.V. (2011). Optimal designs for trigonometric regression models. J. Statist. Plann. Inference 141, 1343-1353. Fedorov, V.V. (1972). Theory of Optimal Experiments. Translated and edited by W.J. Studden and E.M. Klimko. Academic press, New York. Fitzpatrick, P.M. (2006). Advanced Calculus, 2nd edition. Thomson, New York. Gaffke, N. (1987). On D-optimality of exact linear regression designs with minimum support. J. Statist. Plann. Inference 54, 189-204. Hoel, P.G. (1965). Minimax designs in two dimensional regression. Ann. Math. Statist. 36, 1097-1106. Kiefer, J.C. and Wolfowitz, J. (1960). The equivalence of two extremum problems. Canad. J. Math. 12, 363-366. Kitsos, C.P, Titterington, D.M. and Torsney, B. (1988). An optimal design problem in rhythmometry. Biometrics 44, 657-671. Lau, T.S. and Studden, W.J. (1985). Optimal designs for trigonometric and polynomial regression using canonical moments. Ann. Statist. 13, 383-394. Marshall, A.W., Olkin, I. and Arnold, B. (2009). Inequalities: Theory of Majorization and Its Applications, 2nd edition. Springer, New York. Pukelsheim, F. (2006). Optimal Design of Experiments. Society for Industrial and Applied Mathematics, Philadelphia. Wu, H. (1997). Optimal exact designs on a circle or a circular arc. Ann. Statist. 25, 2027-2043. Wu, H. (2002). Optimal designs for first-order trigonometric regression on a partial cycle. Statist. Sinica 12, 917-930. |
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