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Constrained optimal discriminating designs for Fourier regression models

Author

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  • Biedermann, Stefanie
  • Dette, Holger
  • Hoffmann, Philipp

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.

Suggested Citation

  • Biedermann, Stefanie & Dette, Holger & Hoffmann, Philipp, 2006. "Constrained optimal discriminating designs for Fourier regression models," Technical Reports 2006,28, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:200628
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