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Interpolation and Extrapolation Optimal Designs v2 – Finite Dimensional General Models

G Celant (Autor)

Software / Digital Media
320 Seiten
2017
Wiley-Blackwell (Hersteller)
978-1-119-42232-7 (ISBN)
CHF 219,95 inkl. MwSt
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This book considers various extensions of the topics treated in the first volume of this series, in relation to the class of models and the type of criterion for optimality. The regressors are supposed to belong to a generic finite dimensional Haar linear space, which substitutes for the classical polynomial case. The estimation pertains to a general linear form of the coefficients of the model, extending the interpolation and extrapolation framework; the errors in the model may be correlated, and the model may be heteroscedastic. Non-linear models, as well as multivariate ones, are briefly discussed.
The book focuses to a large extent on criteria for optimality, and an entire chapter presents algorithms leading to optimal designs in multivariate models. Elfving's theory and the theorem of equivalence are presented extensively. The volume presents an account of the theory of the approximation of real valued functions, which makes it self-consistent.

G Celant, Associate Professor of Statistics, University of Padova, Italy. Michel Broniatowski, Professor of Statistics, Universitei Pierre et Marie Curie, Paris, France.

Erscheint lt. Verlag 18.4.2017
Verlagsort Hoboken
Sprache englisch
Maße 150 x 250 mm
Gewicht 666 g
Themenwelt Mathematik / Informatik Mathematik Algebra
Mathematik / Informatik Mathematik Angewandte Mathematik
ISBN-10 1-119-42232-9 / 1119422329
ISBN-13 978-1-119-42232-7 / 9781119422327
Zustand Neuware
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