T-optimal discriminating designs for Fourier regression models

被引:10
|
作者
Dette, Holger [1 ]
Melas, Viatcheslav B. [2 ]
Shpilev, Petr [2 ]
机构
[1] Ruhr Univ Bochum, Fak Math, D-44780 Bochum, Germany
[2] St Petersburg State Univ, Dept Math, St Petersburg, Russia
基金
美国国家卫生研究院;
关键词
T-optimal design; Model discrimination; Linear optimality criteria; Chebyshev polynomial; Trigonometric models; 2; POLYNOMIAL-MODELS; RIVAL MODELS;
D O I
10.1016/j.csda.2016.06.010
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
The problem of constructing T -optimal discriminating designs for Fourier regression models is considered. Explicit solutions of the optimal design problem for discriminating between two Fourier regression models, which differ by at most three trigonometric functions, are provided. 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, in the remaining cases this dependence is studied by calculating the optimal designs numerically. In particular, it is demonstrated that D- and D-s-optimal designs have rather low efficiencies with respect to the T -optimality criterion. (C) 2016 Elsevier B.V. All rights reserved.
引用
收藏
页码:196 / 206
页数:11
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