Constrained optimal discrimination designs for Fourier regression models

被引:11
|
作者
Biedermann, Stefanie [2 ]
Dette, Holger [1 ]
Hoffmann, Philipp [1 ]
机构
[1] Ruhr Univ Bochum, Fak Math, D-44780 Bochum, Germany
[2] Univ Southampton, Sch Math, Southampton SO17 1BJ, Hants, England
关键词
Constrained optimal designs; Trigonometric regression; D-1-optimal designs; Chebyshev polynomials; Canonical moments; POLYNOMIAL REGRESSION; EQUIVALENCE; SHAPE;
D O I
10.1007/s10463-007-0133-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
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页码:143 / 157
页数:15
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