Minimax regression designs for approximately linear models with autocorrelated errors
From MaRDI portal
Publication:1817385
DOI10.1016/0378-3758(95)00187-5zbMath0929.62082OpenAlexW2171257786MaRDI QIDQ1817385
Publication date: 31 January 2000
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(95)00187-5
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Robust parameter designs (62K25)
Related Items (12)
INTEGER-VALUED, MINIMAX ROBUST DESIGNS FOR APPROXIMATELY LINEAR MODELS WITH CORRELATED ERRORS ⋮ Robustness of movement models: can models bridge the gap between temporal scales of data sets and behavioural processes? ⋮ Optimal and robust designs for trigonometric regression models ⋮ Robust weights and designs for biased regression models: Least squares and generalized \(M\)-estimation ⋮ Applications and Implementations of Continuous Robust Designs ⋮ Model-robust and model-sensitive designs ⋮ Robust prediction and extrapolation designs for censored data ⋮ Discrete M-robust designs for regression models ⋮ Discrete minimax designs for regression models with autocorrelated MA errors ⋮ Robust prediction and extrapolation designs for nonlinear regression with imprecision ⋮ Minimax robust designs for field experiments ⋮ Minimax designs for approximately linear models with AR(1) errors
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust minimax designs for multiple linear regression
- Robust regression designs when the design space consists of finitely many points
- Optimum balanced block and Latin square designs for correlated observations
- Robust spectral regression
- Prediction and design
- Optimal designs for regression models with possible bias
- On the robustness and efficiency of some randomized designs
- Robust designs for nearly linear regression
- Optimal robust designs: Linear regression in \(R^ k\).
- Minimax designs for approximately linear regression
- Linear estimation for approximately linear models
- Robustness of design against autocorrelation in time I: Asymptotic theory, optimality for location and linear regression
- Robust designs for serially correlated observations
- Designs for approximately linear regression: Maximizing the minimum coverage probability of confidence ellipsoids
- Robustness of Design Against Autocorrelation in Time II: Optimality, Theoretical and Numerical Results for the First-Order Autoregressive Process
- Designs for Regression Problems with Correlated Errors
- Designs for Regression Problems With Correlated Errors: Many Parameters
- A Basis for the Selection of a Response Surface Design
- Technical and economic aspects of a floating offshore wind farm
This page was built for publication: Minimax regression designs for approximately linear models with autocorrelated errors