Authors: Biedermann, Stefanie
Dette, Holger
Hoffmann, Philipp
Title: Constrained optimal discriminating designs for Fourier regression models
Language (ISO): en
Abstract: In this article, the problem of constructing efficient discriminating designs in a Fourier regression model is considered. We propose designs which maximize the efficiency for the estimation of the coefficient corresponding to the highest frequency subject to the constraints that the coefficients of the lower frequencies are estimated with at least some given efficiency. A complete solution is presented using the theory of canonical moments, and for the special case of equal constraints the optimal designs can be found analytically.
Subject Headings: Canonical moments
Chebyshev polynomials
Constrained optimal designs
D1-optimal designs
Trigonometric regression
URI: http://hdl.handle.net/2003/22690
http://dx.doi.org/10.17877/DE290R-3087
Issue Date: 2006-08-07T12:04:09Z
Appears in Collections:Sonderforschungsbereich (SFB) 475

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