The Annals of Statistics

Remez's Procedure for Finding Optimal Designs

William J. Studden and Jia-Yeong Tsay

Full-text: Open access

Abstract

The Remez exchange procedures of approximation theory are used to find the optimal design for the problem of estimating $c'\theta$ in the regression model $EY(x) = \theta_1f_1(x) + \theta_2f_2(x) + \cdots + \theta_kf_k(x)$, when $c$ is not a linear combination of less than $k$ vectors of the form $f(x)$. A geometric approach is given first with a proof of convergence. When the design space is a closed interval, the Remez exchange procedure is illustrated by two examples. This type procedure can be used to find the optimal design very efficiently, if there exists an optimal design with $k$ support points.

Article information

Source
Ann. Statist., Volume 4, Number 6 (1976), 1271-1279.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176343659

Digital Object Identifier
doi:10.1214/aos/1176343659

Mathematical Reviews number (MathSciNet)
MR418354

Zentralblatt MATH identifier
0347.62057

JSTOR
links.jstor.org

Subjects
Primary: 62K05: Optimal designs

Keywords
Optimal design information matrix Remez exchange procedures regression functions

Citation

Studden, William J.; Tsay, Jia-Yeong. Remez's Procedure for Finding Optimal Designs. Ann. Statist. 4 (1976), no. 6, 1271--1279. doi:10.1214/aos/1176343659. https://projecteuclid.org/euclid.aos/1176343659


Export citation