Constrained optimal discrimination designs for Fourier regression models
Biedermann, Stefanie, Dette, Holger and Hoffmann, Philipp (2009) Constrained optimal discrimination designs for Fourier regression models. Annals of the Institute of Statistical Mathematics, 61, (1), 143-157. (doi:10.1007/s10463-007-0133-5).
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Description/Abstract
In this article, the problem of constructing efficient discrimination designs in a Fourier regression model is considered. We propose designs which maximize the power of the F-test,
which discriminates between the two highest order models, subject to the constraints that the tests that discriminate between lower order models have at least some given
relative power. A complete solution is presented in terms of the canonical moments of the optimal designs, and for the special case of equal constraints even more specific formulae
are available
| Item Type: | Article |
|---|---|
| ISSNs: | 0020-3157 (print) 1572-9052 (electronic) |
| Keywords: | constrained optimal designs, trigonometric regression, d1-optimal designs, chebyshev polynomials, canonical moments |
| Subjects: | Q Science > QA Mathematics H Social Sciences > HA Statistics |
| Divisions: | University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute |
| Item ID: | 79815 |
| Date Deposited: | 22 Mar 2010 |
| Last Modified: | 08 Jun 2012 12:34 |
| Contributors: | Biedermann, Stefanie (Author) Dette, Holger (Author) Hoffmann, Philipp (Author) |
| Date: | March 2009 |
| Status: | Published |
| URI: | http://eprints.soton.ac.uk/id/eprint/79815 |
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