DTIC ADA1049353: On the Computation of Optimal pdf

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DTIC ADA1049353: On the Computation of Optimal

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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

  • Creator/s: Defense Technical Information Center
  • Date: 7/1/1981
  • Year: 1981
  • Book Topics/Themes: DTIC Archive, Eubank, Randall L, SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS, *MATHEMATICAL MODELS, *TIME SERIES ANALYSIS, ALGORITHMS, OPTIMIZATION, PARAMETRIC ANALYSIS, STOCHASTIC PROCESSES, ESTIMATES, APPROXIMATION(MATHEMATICS), POLYNOMIALS, SCALAR FUNCTIONS, MEAN, LINEAR REGRESSION ANALYSIS, ASYMPTOTIC NORMALITY, DERIVATIVES(MATHEMATICS

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