Optimal discrimination designs
Dette, Holger ; Titoff, Stefanie
Ann. Statist., Tome 37 (2009) no. 1, p. 2056-2082 / Harvested from Project Euclid
We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular T-optimality criterion are derived, which in many circumstances allow an explicit determination of T-optimal designs. It is also demonstrated, that in nested linear models the number of support points of T-optimal designs is usually too small to estimate all parameters in the extended model. In many cases T-optimal designs are usually not unique, and in this situation we give a characterization of all T-optimal designs. Finally, T-optimal designs are compared with optimal discriminating designs with respect to alternative criteria by means of a small simulation study.
Publié le : 2009-08-15
Classification:  Model discrimination,  optimal design,  T-optimality,  D_s-optimality,  nonlinear approximation,  62K05,  41A50
@article{1245332840,
     author = {Dette, Holger and Titoff, Stefanie},
     title = {Optimal discrimination designs},
     journal = {Ann. Statist.},
     volume = {37},
     number = {1},
     year = {2009},
     pages = { 2056-2082},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1245332840}
}
Dette, Holger; Titoff, Stefanie. Optimal discrimination designs. Ann. Statist., Tome 37 (2009) no. 1, pp.  2056-2082. http://gdmltest.u-ga.fr/item/1245332840/