Autor(en): | Biedermann, Stefanie Dette, Holger Hoffmann, Philipp |
Titel: | Constrained optimal discriminating designs for Fourier regression models |
Sprache (ISO): | en |
Zusammenfassung: | 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. |
Schlagwörter: | 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 |
Erscheinungsdatum: | 2006-08-07T12:04:09Z |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 475 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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tr28-06.pdf | DNB | 142.9 kB | Adobe PDF | Öffnen/Anzeigen |
Diese Ressource ist urheberrechtlich geschützt. |
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