EconStor >
Technische Universität Dortmund >
Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, Technische Universität Dortmund >
Technical Reports, SFB 475: Komplexitätsreduktion in multivariaten Datenstrukturen, TU Dortmund >

Please use this identifier to cite or link to this item:
Title:An note on the maximization of matrix valued Hankel determinants with application PDF Logo
Authors:Dette, Holger
Studden, W. J.
Issue Date:2003
Series/Report no.:Technical Report // Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2003,09
Abstract:In this note we consider the problem of maximizing the determinant of moment matrices of matrix measures. The maximizing matrix measure can be characterized explicitly by having equal (matrix valued) weights at the zeros of classical (one dimensional) orthogonal polynomials. The results generalize classical work of Schoenberg (1959) to the case of matrix measures. As a statistical application we consider several optimal design problems in linear models, which generalize the classical weighing design problems.
Subjects:Matrix measures
Hankel matrix
orthogonal polynomials
approximate optimal designs
spring balance weighing designs
Document Type:Working Paper
Appears in Collections:Technical Reports, SFB 475: Komplexitätsreduktion in multivariaten Datenstrukturen, TU Dortmund

Files in This Item:
File Description SizeFormat
369861892.pdf137.03 kBAdobe PDF
369861892.psOriginal Publication290.29 kBPostscript
No. of Downloads: Counter Stats
Download bibliographical data as: BibTeX
Share on:

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.