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博碩士論文 etd-0630105-093704 詳細資訊
Title page for etd-0630105-093704
論文名稱
Title
混合多項式及三角函數之迴歸模型在部分圓上的D最適設計
D-optimal designs for combined polynomial and trigonometric regression on a partial circle
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
21
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
2005-06-30
關鍵字
Keywords
隱函數定理、多項式迴歸、遞迴演算法、三角函數迴歸、泰勒展式、連續D最適設計
polynomial regression, recursive algorithm, trigonometric regression, Taylor expansion, implicit function theorem, D-optimal
統計
Statistics
本論文已被瀏覽 5707 次,被下載 1816
The thesis/dissertation has been browsed 5707 times, has been downloaded 1816 times.
中文摘要
研究在部分圓上之混合d次多項式及m階三角函數迴歸模型之D最適設計[見Graybill (1976), p. 324],可得知最適設計的結構只與設計空間的長度有關,且設計點為設計區間長度的解析函數。此外,可藉由一遞迴的方法有效地求得最佳社祭典之泰勒展開式。
Abstract
Consider the D-optimal designs for a combined polynomial of degree d and trigonometric of order m regression on a partial circle [see Graybill (1976), p. 324]. It is shown that the structure of the optimal design depends only on
the length of the design interval and that the support points are analytic functions of this parameter. Moreover, the Taylor expansion of the optimal support points can be determined efficiently by a recursive procedure.
目次 Table of Contents
Contents
1. Introduction . . . . . . . . . . . . . . . . . . . . 1
2. Preliminary results . . . . . . . . . . . . . . . . 2
3. Taylor expansion for D-optimal support points . . . 4
4. Examples . . . . . . . . . . . . . .. . . . . . . . 7
5. Conclusions . . . . . . . . . . . . . . . . . . . . 9
Appendix: Proofs . . . . . . . . . . . . . . . . . . 11
References . . . . . . . . . . . . . . . . . . . . . 13
參考文獻 References
References

Antille, G., Dette, H. and Weinberg, A. (2003). A note on optimal designs in weighted polynomial regression for the classical efficiency functions. J. Statist. Plann. Infer-
ence 113, 285-292.

Chang, F.-C. (2005). D-optimal designs for weighted polynomial regression-a functional algebraic approach. Statist. Sinica 15, 153-163.

Chang, F.-C. and Lin, G.-C. (1997). D-optimal designs for weighted polynomial regression. J. Statist. Plann. Inference 62, 317-331.

Dette, H., Melas, V.B. and Pepelyshev, A. (2002). D-ptimal designs for trigonometric regression models on a partial circle. Ann. Inst. Statist. Math. 54, 945-959.

Dette, H., Melas, V.B. and Pepelyshev, A. (2004). Optimal designs for estimating individual coefficients in polynomial regression-a functional approach. J. Statist. Plann. Inference 118, 201-219.

Eubank, R.L. and Speckman, P. (1990). Curve fitting by polynomial-trigonometric regression. Biometrika 77, 1-9.

Fedorov, V.V. (1972). Theory of Optimal Experiments. Translated and edited by W.J. Studden and E.M. Klimko. Academic Press, New York.

Graybill, F.A. (1976). Theory and Application of the Linear Model. Wadsworth, Belmont, CA.

Hoel, P.G. (1958). Efficiency problems in polynomial estimation. Ann. Math. Statist. 29, 1134-1145.

Karlin, S. and Studden, W.J. (1966a). Optimal experimental designs. Ann. Math. Statist. 37, 783-815.

Khuri, A.I. (2003). Advanced Calculus with Applications in Statistics, 2nd edition. Wiley, New York.

Lau, T.S. and Studden, W.J. (1985). Optimal designs for trigonometric and polynomial regression using canonical moments. Ann. Statist. 13, 383-394.

Melas, V.B. (1978). Optimal designs for exponential regression. Math. Oper. Forsch. Statist. Ser. Statist. 9, 45-59.

Pukelsheim, F. (1993). Optimal Design of Experiments. Wiley, New York.

Silvey, S.D. (1980). Optimal Design. Chapman & Hall, London.

Wolfram, S. (2003). The Mathematica Book, 5th edition. Wolfram Media, Champaign, IL.

Wu, H. (2002). Optimal designs for first-order trigonometric regression on a partial cycle. Statist. Sinica 12, 917-930.

Wu, H. (2003). D-optimal designs for combined linear and trigonometric regression. J.
Statist. Plann. Inference 116, 177-184.
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