D-OPTIMAL DESIGNS FOR WEIGHTED POLYNOMIAL REGRESSION—A FUNCTIONAL APPROACH

摘要

This paper is concerned with the problem of computing approximate Doptimaldesign for polynomial regression with analytic weight function on a interval[m0 ? a,m0 + a]. It is shown that the structure of the optimal design depends on aand weight function. Moreover,the optimal support points and weights are analyticfunctions of a at a = 0. We make use of a Taylor expansion to provide a recursiveprocedure for calculating the D-optimal designs.