4.0 Article

Exact -optimal designs for first-order trigonometric regression models on a partial circle

Journal

METRIKA
Volume 76, Issue 6, Pages 857-872

Publisher

SPRINGER HEIDELBERG
DOI: 10.1007/s00184-012-0420-x

Keywords

Approximate design; D-optimality; Exact design; Trigonometric model; Majorization theorem; Moment set; Partial cycle

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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 solution of the exact -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.

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