Fractional factorial designs for Fourier-cosine models
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DOI: 10.1007/s00184-022-00881-2
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References listed on IDEAS
- Yu Tang & Hongquan Xu, 2014. "Permuting regular fractional factorial designs for screening quantitative factors," Biometrika, Biometrika Trust, vol. 101(2), pages 333-350.
- Xie, Min-Yu & Ning, Jian-Hui & Fang, Kai-Tai, 2007. "Orthogonality and D-optimality of the U-type design under general Fourier regression models," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1377-1384, July.
- Marjon Ruijter & Kees Oosterlee, 2012. "Two-dimensional Fourier cosine series expansion method for pricing financial options," CPB Discussion Paper 225, CPB Netherlands Bureau for Economic Policy Analysis.
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Keywords
Discrete cosine transformation; Generalized wordlength pattern; Level permutation; Maximum resolution; Orthogonal array; Regular design;All these keywords.
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