Interpolation and Extrapolation Optimal Designs 2

Download or read book Interpolation and Extrapolation Optimal Designs 2 written by Giorgio Celant and published by John Wiley & Sons. This book was released on 2017-04-11 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.