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Orthogonality and -optimality of the U-type design under general Fourier regression models
- Source :
- Statistics & Probability Letters. 77:1377-1384
- Publication Year :
- 2007
- Publisher :
- Elsevier BV, 2007.
-
Abstract
- Riccomagno et al. [1997. Lattice-based D-optimum design for Fourier regression. Ann. Statist. 25, 2313–2317] gave a comprehensive study on D-optimality under a symmetric Fourier regression model and gave a characterization on orthogonality, complete orthogonality and D-optimality of lattice designs under a symmetrical Fourier model. This paper extends their results to asymmetric Fourier regression models. We give some necessary condition for the orthogonality and complete orthogonality of U-type designs under general Fourier regression models that involve symmetrical and asymmetrical Fourier models and prove that a U-type design, which is completely orthogonal, is not D-optimal for an asymmetrical Fourier model. r 2007 Published by Elsevier B.V. MSC: 62K05; 62K15; 62K99
- Subjects :
- Statistics and Probability
Least-squares spectral analysis
Discrete-time Fourier transform
Regression analysis
Combinatorics
symbols.namesake
Fourier transform
Probability theory
Fourier analysis
Discrete Fourier series
symbols
Applied mathematics
Statistics, Probability and Uncertainty
Fourier series
Mathematics
Subjects
Details
- ISSN :
- 01677152
- Volume :
- 77
- Database :
- OpenAIRE
- Journal :
- Statistics & Probability Letters
- Accession number :
- edsair.doi...........96c1cde758c9c2582030f36bb7120808
- Full Text :
- https://doi.org/10.1016/j.spl.2007.03.024