Resource title

Constrained optimal discriminating designs for Fourier regression models

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Resource description

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.

Resource author

Stefanie Biedermann, Holger Dette, Philipp Hoffmann

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Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/22671

Resource license

Adapt according to the presented license agreement and reference the original author.