Exact $$D$$ -optimal designs for first-order trigonometric regression models on a partial circle

Fu-Chuen Chang (), Lorens Imhof and Yi-Ying Sun

Metrika: International Journal for Theoretical and Applied Statistics, 2013, vol. 76, issue 6, 857-872

Abstract: Recently, various approximate design problems for low-degree trigonometric regression models on a partial circle have been solved. In this paper we consider approximate and exact optimal design problems for first-order trigonometric regression models without intercept on a partial circle. We investigate the intricate geometry of the non-convex exact trigonometric moment set and provide characterizations of its boundary. Building on these results we obtain a solution of the exact $$D$$ -optimal design problem. It is shown that the structure of the optimal designs depends on both the length of the design interval and the number of observations. Copyright Springer-Verlag Berlin Heidelberg 2013

Keywords: Approximate design; $$D$$ -optimality; Exact design; Trigonometric model; Majorization theorem; Moment set; Partial cycle (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s00184-012-0420-x

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