Constrained optimal discrimination designs for Fourier regression models

被引:0
|
作者
Stefanie Biedermann
Holger Dette
Philipp Hoffmann
机构
[1] University of Southampton,School of Mathematics
[2] Ruhr-Universität Bochum,Fakultät für Mathematik
来源
Annals of the Institute of Statistical Mathematics | 2009年 / 61卷
关键词
Constrained optimal designs; Trigonometric regression; -optimal designs; Chebyshev polynomials; Canonical moments;
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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.
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页码:143 / 157
页数:14
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