Optimal extrapolation design for the Chebyshev regression

Michel Broniatowski (1) , Giorgio Celant (2)

1 LSTA - Laboratoire de Statistique Théorique et Appliquée
2 Department of Statistical Sciences

This paper introduces optiomal designs in the context of a regression model when the regression function is assumed to be generated by a Chebyshev system of functions. The criterion for optimality is the variance of a Gauss Markov estimator for an extrapolated value.

Mots clés: Chebyshev system; optimal design; extrapolation design; Borel-Chebyshev Theorem

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Michel Broniatowski, Giorgio Celant. Optimal extrapolation design for the Chebyshev regression. Annales de l'ISUP, 2015, 59 (3), pp.3-22. ⟨hal-00984010⟩