A Note on $E$-Optimal Designs for Weighted Polynomial Regression
Dette, Holger
Ann. Statist., Tome 21 (1993) no. 1, p. 767-771 / Harvested from Project Euclid
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In a recent paper Pukelsheim and Studden determined the $E$-optimal design for the polynomial regression model on the interval $\lbrack - 1, 1\rbrack$ where the variances of different observations are assumed to be constant. In this note we show that these results can be generalized for polynomial regression models with non constant variances proportional to specific functions.
Publié le : 1993-06-14
Classification:  Weighted polynomial regression $E$-optimal designs,  Chebyshev polynomials,  62K05 
@article{1176349150,
     author = {Dette, Holger},
     title = {A Note on $E$-Optimal Designs for Weighted Polynomial Regression},
     journal = {Ann. Statist.},
     volume = {21},
     number = {1},
     year = {1993},
     pages = { 767-771},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176349150}
}

Dette, Holger. A Note on $E$-Optimal Designs for Weighted Polynomial Regression. Ann. Statist., Tome 21 (1993) no. 1, pp.  767-771. http://gdmltest.u-ga.fr/item/1176349150/