OPTIMAL DESIGNS FOR IDENTIFYING THE DEGREE OF A POLYNOMIAL REGRESSION

被引：42

作者：

DETTE, H

机构：

来源：

ANNALS OF STATISTICS | 1995年 / 23卷 / 04期

关键词：

TESTING THE DEGREE OF A POLYNOMIAL REGRESSION; MINIMAX DESIGNS; CHEBYSHEV POLYNOMIALS; CANONICAL MOMENTS; LOCALLY OPTIMAL DESIGNS;

D O I：

10.1214/aos/1176324708

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

If an experimenter wants to determine the degree of a polynomial regression on the basis of a sample of observations, Anderson showed that the following method is optimal. Starting with the highest (specified) degree the procedure is to test in sequence whether the coefficients are 0. In this paper optimal designs for Anderson's procedure are determined explicitly. The optimal design maximizes the minimum power of a given set of alternatives.

引用

页码：1248 / 1266

页数：19

共 20 条

[1]

Abramowitz M., 1964, HDB MATH FUNCTIONS

[2]

ANDERSON TW, 1962, ANN MATH STAT, V33, P255, DOI 10.1214/aoms/1177704729

[3] A NORMAL LIMIT-THEOREM FOR MOMENT SEQUENCES [J].