Orthogonality and D-optimality of the U-type design under general Fourier regression models

Min-Yu Xie, Jian-Hui Ning and Kai-Tai Fang

Statistics & Probability Letters, 2007, vol. 77, issue 12, 1377-1384

Abstract: Riccomagno et al. [1997. Lattice-based D-optimum design for Fourier regression. Ann. Statist. 25, 2313-2317] gave a comprehensive study on D-optimality under a symmetric Fourier regression model and gave a characterization on orthogonality, complete orthogonality and D-optimality of lattice designs under a symmetrical Fourier model. This paper extends their results to asymmetric Fourier regression models. We give some necessary condition for the orthogonality and complete orthogonality of U-type designs under general Fourier regression models that involve symmetrical and asymmetrical Fourier models and prove that a U-type design, which is completely orthogonal, is not D-optimal for an asymmetrical Fourier model.

Keywords: Fourier; regression; model; Good; lattice; points; Optimum; design; Orthogonality; Uniform; design (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (1)

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