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An Approximate Approach to E-optimal Designs for Weighted Polynomial Regression by Using Tchebycheff Systems and Orthogonal Polynomials
An Approximate Approach E-optimal Designs Weighted Polynomial Regression Using Tchebycheff Systems Orthogonal Polynomials
2013/4/28
In statistics, experimental designs are methods for making efficient experiments. E-optimal designs are the multisets of experimental conditions which minimize the maximum axis of the confidence ellip...
Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models
Autoregressive unit root Change-point Control chart Nonparametric smoothing Sequential analysis Weighted partial sum process
2010/3/9
The question whether a time series behaves as a random walk or as a stationary
process is an important and delicate problem, particularly arising in financial statistics,
econometrics, and engineeri...
Real time estimation in local polynomial regression，with application to trend-cycle analysis
Henderson filter trend estimation Musgrave asymmetric filters
2010/3/17
The paper focuses on the adaptation of local polynomial filters at
the end of the sample period.We show that for real time estimation of
signals (i.e., exactly at the boundary of the time support) w...