Authors: Dette, Holger
Melas, Viatcheslav B.
Shpilev, Petr
Title: T-optimal discriminating designs for Fourier regression models
Language (ISO): en
Abstract: In this paper we consider the problem of constructing T-optimal discriminating designs for Fourier regression models. We provide explicit solutions of the optimal design problem for discriminating between two Fourier regression models, which differ by at most three trigonometric functions. In general, the T-optimal discriminating design depends in a complicated way on the parameters of the larger model, and for special configurations of the parameters T-optimal discriminating designs can be found analytically. Moreover, we also study this dependence in the remaining cases by calculating the optimal designs numerically. In particular, it is demonstrated that D- and Ds-optimal designs have rather low efficiencies with respect to the T-optimality criterion.
Subject Headings: T-optimal design
trigonometric models
Chebyshev polynomial
linear optimality criteria
model discrimination
URI: http://hdl.handle.net/2003/34437
http://dx.doi.org/10.17877/DE290R-16493
Issue Date: 2015
Appears in Collections:Sonderforschungsbereich (SFB) 823

Files in This Item:
File Description SizeFormat 
DP_4915_SFB823_Dette_Melas_Shpilev.pdfDNB862.62 kBAdobe PDFView/Open


This item is protected by original copyright



All resources in the repository are protected by copyright.