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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), pp. 143-157. (doi:10.1007/s10463-007-0133-5).

Record type: Article


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

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Published date: March 2009
Keywords: constrained optimal designs, trigonometric regression, d1-optimal designs, chebyshev polynomials, canonical moments
Organisations: Southampton Statistical Research Inst.


Local EPrints ID: 79815
ISSN: 0020-3157
PURE UUID: e2f3a087-c700-4c6d-bfc9-16dc7deb0b77

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Date deposited: 22 Mar 2010
Last modified: 18 Jul 2017 23:16

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Author: Holger Dette
Author: Philipp Hoffmann

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