Constrained optimal discriminating designs for Fourier regression models

Stefanie Biedermann, Holger Dette and Philipp Hoffmann

No 2006,28, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

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.

Keywords: Constrained optimal designs; trigonometric regression; D1-optimal designs; Chebyshev polynomials; canonical moments (search for similar items in EconPapers)
Date: 2006
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.econstor.eu/bitstream/10419/22671/1/tr28-06.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb475:200628

Access Statistics for this paper

More papers in Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().