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博碩士論文 etd-0629105-143720 詳細資訊
Title page for etd-0629105-143720
論文名稱
Title
具有log-concave加權多項式迴歸模型的最少點D最適設計
On minimally-supported D-optimal designs for polynomial regression with log-concave weight function
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
15
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
口試日期
Date of Exam
2005-05-26
繳交日期
Date of Submission
2005-06-29
關鍵字
Keywords
最少點設計、Gershogorin Circle Theorem、加權多項式迴歸、log-concave、連續D最適設計
log-concave, Gershogorin Circle Theorem, minimal-supported desing, approximate D-optimal desing, weighted polynomial regression
統計
Statistics
本論文已被瀏覽 5724 次,被下載 2012
The thesis/dissertation has been browsed 5724 times, has been downloaded 2012 times.
中文摘要
這篇論文主要是研究多項式迴歸模型具有 log-concave 加權函數的最少點D 最適設計。在許多文獻中最常被使用的加權函數都是log-concave。我們證明具有 log-concave 加權函數的最少點的D最適設計的訊息矩陣的行列式值在有序點上是log-concave函數,並且此D最適設計唯一。因此,數值的D最適設計可藉由有限制條件的concave演算法有效率地求得。
Abstract
This paper studies minimally-supported D-optimal designs for polynomial regression model with logarithmically concave (log-concave) weight functions.
Many commonly used weight functions in the design literature are log-concave.
We show that the determinant of information matrix of minimally-supported design is a log-concave function of ordered support points and the D-optimal design is unique. Therefore, the numerically D-optimal designs can be determined e±ciently by standard constrained concave programming algorithms.
目次 Table of Contents
1. Introduction ........................................ 1
2. Main result ......................................... 2
Theorem 1 ...........................................3
3. Examples ............................................4
References............................................6
參考文獻 References
1.An, M.Y. (1998). Logconcavity versus logconvexity: a complete characterization. J.Econom. Theory 80, 350-369.
2.Antille, G., Dette, H. and Weinberg, A. (2003). A note on optimal designs in weighted polynomial regression for the classical e±ciency functions. J. Statist. Plann. Infer.
113, 285-292.
3.Atkinson, A.C. and Donev, A.N. (1992). Optimum Experimental Designs. Oxford Uni-versity Press, New York.
4.Bagnoli, M. and Bergstrom, T. (1988). Log-concave probability and its applications.
5.Department of Economics, UCSB. Ted Bergstrom. Paper 1989D.http://repositories.cdlib.org/ucsbecon/bergstrom/1989D
6.Chang, F.-C. (2005). D-optimal designs for weighted polynomial regression { a functional approach. To appear in Ann. Inst. Statist. Math.
7.Dharmadhikari, S. and Joag-dev, K. (1988). Unimodality, Convexity, and Applications.Academic Press, Boston.
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