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
收藏
页码:143 / 157
页数:15
相关论文
共 50 条
  • [21] Optimal and robust designs for trigonometric regression models
    Xiaojian Xu
    Xiaoli Shang
    Metrika, 2014, 77 : 753 - 769
  • [22] Optimal and efficient designs for Gompertz regression models
    Gang Li
    Annals of the Institute of Statistical Mathematics, 2012, 64 : 945 - 957
  • [23] Optimal designs for regression models with autoregressive errors
    Dette, Holger
    Pepelyshev, Andrey
    Zhigljaysky, Anatoly
    STATISTICS & PROBABILITY LETTERS, 2016, 116 : 107 - 115
  • [24] Optimal designs for spline wavelet regression models
    Maronge, Jacob M.
    Zhai, Yi
    Wiens, Douglas P.
    Fang, Zhide
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2017, 184 : 94 - 104
  • [25] Optimal and robust designs for trigonometric regression models
    Xu, Xiaojian
    Shang, Xiaoli
    METRIKA, 2014, 77 (06) : 753 - 769
  • [26] Maximin and Bayesian optimal designs for regression models
    Dette, Holger
    Haines, Linda M.
    Imhof, Lorens A.
    STATISTICA SINICA, 2007, 17 (02) : 463 - 480
  • [27] A Note on Criterion-Robust Optimal Designs for Model Discrimination and Parameter Estimation in Polynomial Regression Models
    Zen, Mei-Mei
    Chan, Chia-Hao
    Lin, Yi-Hsiung
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2009, 38 (05) : 584 - 593
  • [28] Bias constrained minimax robust designs for misspecified regression models
    Wiens, DP
    ADVANCES IN STOCHASTIC SIMULATION METHODS, 2000, : 117 - 133
  • [29] Constructing K-optimal designs for regression models
    Yue, Zongzhi
    Zhang, Xiaoqing
    van den Driessche, P.
    Zhou, Julie
    STATISTICAL PAPERS, 2023, 64 (01) : 205 - 226
  • [30] A-optimal designs for heteroscedastic multifactor regression models
    Rodriguez, Carmelo
    Ortiz, Isabel
    Martinez, Ignacio
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 45 (03) : 757 - 771