Abstract
Using the results of Chow (Ph.D. dissertation, Texas A & M Univ., 1978) on the optimal placement of knots in the approximation of functions by piecewise polynomials, we present an algorithm for the computation of optimal designs for certain time series models considered by Eubank, Smith and Smith (Ann. Statist., 9 (1981), pp. 486–493), (Tech. Rep. 150, Southern Methodist Univ., 1981). The ideas underlying this algorithm form a unified approach to the computation of optimal spacings for the sample quantiles used in the asymptotically best linear unbiased estimator of a location or scale parameter.
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