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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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
Digital Object Identifier (DOI): doi:10.1007/s10463-007-0133-5
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
ePrint ID: 79815
Accepted Date and Publication Date:
March 2009Published
Date Deposited: 22 Mar 2010
Last Modified: 31 Mar 2016 13:16

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