A Simple Solution for Optimal Chebyshev Regression Extrapolation
Hoel, Paul G.
Ann. Math. Statist., Tome 37 (1966) no. 6, p. 720-725 / Harvested from Project Euclid
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A simplified solution is presented for the problem of finding a set of points and corresponding weights that will minimize the variance of the estimated value of a Chebyshev regression function at a point outside the interval of observations. This problem, among others, was solved by Kiefer and Wolfowitz [3] by means of game-theoretic methods. The solution here is based on a simple theorem in [2] and well known properties of Chebyshev systems of functions.
Publié le : 1966-06-14
Classification:  
@article{1177699467,
     author = {Hoel, Paul G.},
     title = {A Simple Solution for Optimal Chebyshev Regression Extrapolation},
     journal = {Ann. Math. Statist.},
     volume = {37},
     number = {6},
     year = {1966},
     pages = { 720-725},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177699467}
}

Hoel, Paul G. A Simple Solution for Optimal Chebyshev Regression Extrapolation. Ann. Math. Statist., Tome 37 (1966) no. 6, pp.  720-725. http://gdmltest.u-ga.fr/item/1177699467/