Constrained optimal discrimination designs for Fourier
regression models
Constrained optimal discrimination designs for Fourier
regression models
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
constrained optimal designs, trigonometric regression, d1-optimal designs, chebyshev polynomials, canonical moments
143-157
Biedermann, Stefanie
fe3027d2-13c3-4d9a-bfef-bcc7c6415039
Dette, Holger
8c7b1c2e-3adc-45df-acfc-9e76509a228e
Hoffmann, Philipp
658dca8c-1f1b-4106-9ba1-cbfa3b899417
March 2009
Biedermann, Stefanie
fe3027d2-13c3-4d9a-bfef-bcc7c6415039
Dette, Holger
8c7b1c2e-3adc-45df-acfc-9e76509a228e
Hoffmann, Philipp
658dca8c-1f1b-4106-9ba1-cbfa3b899417
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), .
(doi:10.1007/s10463-007-0133-5).
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
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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.
Identifiers
Local EPrints ID: 79815
URI: http://eprints.soton.ac.uk/id/eprint/79815
ISSN: 0020-3157
PURE UUID: e2f3a087-c700-4c6d-bfc9-16dc7deb0b77
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Date deposited: 22 Mar 2010
Last modified: 14 Mar 2024 02:51
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Contributors
Author:
Holger Dette
Author:
Philipp Hoffmann
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