Constrained optimal discriminating designs for Fourier regression models
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Date
2006-08-07T12:04:09Z
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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.
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Keywords
Canonical moments, Chebyshev polynomials, Constrained optimal designs, D1-optimal designs, Trigonometric regression