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arXiv · 1906.08343

Optimal designs for estimating individual coefficients in polynomial regression with no intercept

Holger Dette·Viatcheslav B. Melas·Petr Shpilev
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Abstract

In a seminal paper \cite{studden1968} characterized $c$-optimal designs in regression models, where the regression functions form a Chebyshev system. He used these results to determine the optimal design for estimating the individual coefficients in a polynomial regression model on the interval $[-1,1]$ explicitly. In this note we identify the optimal design for estimating the individual coefficients in a polynomial regression model with no intercept (here the regression functions do not form a Chebyshev system).

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Holger Dette, Viatcheslav B. Melas, Petr Shpilev. 2019-06-19. Optimal designs for estimating individual coefficients in polynomial regression with no intercept. https://arxiv.org/abs/1906.08343

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