OPTIMAL DESIGNS FOR IDENTIFYING THE DEGREE OF A POLYNOMIAL REGRESSION

• 成果类型: Article
• 署名作者: DETTE, H
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176324708
• 发表日期: 1995
• 页码: 1248-1266
• 关键词: moment sequences; THEOREM

摘要

If an experimenter wants to determine the degree of a polynomial regression on the basis of a sample of observations, Anderson showed that the following method is optimal. Starting with the highest (specified) degree the procedure is to test in sequence whether the coefficients are 0. In this paper optimal designs for Anderson's procedure are determined explicitly. The optimal design maximizes the minimum power of a given set of alternatives.