Annals of Statistics
- Ann. Statist.
- Volume 37, Number 4 (2009), 2056-2082.
Optimal discrimination designs
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.
Ann. Statist., Volume 37, Number 4 (2009), 2056-2082.
First available in Project Euclid: 18 June 2009
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Dette, Holger; Titoff, Stefanie. Optimal discrimination designs. Ann. Statist. 37 (2009), no. 4, 2056--2082. doi:10.1214/08-AOS635. https://projecteuclid.org/euclid.aos/1245332840