T-optimal discriminating designs for Fourier regression models

نویسندگان

  • Holger Dette
  • Viatcheslav B. Melas
  • Petr Shpilev
چکیده

In this paper we consider the problem of constructing T -optimal discriminating designs for Fourier regression models. We provide explicit solutions of the optimal design problem for discriminating between two Fourier regression models, which differ by at most three trigonometric functions. 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, we also study this dependence in the remaining cases by calculating the optimal designs numerically. In particular, it is demonstrated that Dand Ds-optimal designs have rather low efficiencies with respect to the T -optimality criterion.

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عنوان ژورنال:
  • Computational Statistics & Data Analysis

دوره 113  شماره 

صفحات  -

تاریخ انتشار 2017