On the Computation of Optimal Designs for Certain Time Series Models with Applications to Optimal Quantile Selection for Location or Scale Parameter Estimation.

Abstract

Using the results of Chow (1978) on the optimal placement of knots in the approximation of functions by piecewise polynomials, an algorithm is presented for the computation of optimal designs for certain time series models considered by Eubank, Smith and Smith (1981). The ideas underlying this algorithm form a unified approach to the computation of optimal spacings for the sample quantiles used in the asymptotically best linear unbiased estimator of a location or scale parameter.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1981
Accession Number
ADA104935

Entities

People

  • Patricia L. Smith
  • Philip W. Smith
  • Randall L. Eubank

Organizations

  • Southern Methodist University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Brownian Motion
  • Computations
  • Convergence
  • Covariance
  • Data Science
  • Distribution Functions
  • Estimators
  • Hilbert Space
  • Information Science
  • Integrals
  • Iterations
  • Order Statistics
  • Polynomials
  • Statistical Algorithms
  • Statistics
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Statistical inference.

Technology Areas

  • Space