Authors: Dette, Holger
Melas, Viatcheslav B.
Shpilev, Petr
Title: Optimal designs for trigonometric regression models
Language (ISO): en
Abstract: In the common Fourier regression model we investigate the optimal design problem for the estimation of linear combinations of the coefficients, where the explanatory variable varies in the interval [-pi; pi]. In a recent paper Dette et. al. (2008) determined optimal designs for estimating certain pairs of the coefficients in the model. The optimal design problem corresponds to a linear optimality criterion for a specific matrix L. In the present paper these results are extended to more general matrices L. By our results the optimal design problem for a Fourier regression of large degree can be reduced to a design problem in a model of lower degree, which allows the determination of L-optimal designs in many important cases. The results are illustrated by several examples.
Subject Headings: equivalence theorem
Fourier regression models
L-optimal designs
parameter subsets
Issue Date: 2009-07-04
Appears in Collections:Sonderforschungsbereich (SFB) 823

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