The maximization of determinants of block Toeplitz matrices with applications in optimal design theory |
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| Authors: | Jens Wagener |
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| Affiliation: | Ruhr-Universität Bochum, Fakultät für Mathematik, 44780 Bochum, Germany |
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| Abstract: | We consider the maximization of the determinant of the trigonometric moment matrix of a matrix measure on the unit circle. The results are analog to those obtained by Dette and Studden (2005) for moment matrices of matrix measures on a compact interval. A statistical application in optimal design theory is considered and we present several optimal designs for Fourier regression models. |
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| Keywords: | Toeplitz determinant Canonical moment Matrix measure Weighting design Trigonometric regression |
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