Minimax designs for approximately linear models with AR(1) errors

DOI10.2307/3316131zbMath0959.62065OpenAlexW2065093018MaRDI QIDQ4488792

Julie Zhou, Douglas P. Wiens

Publication date: 2 May 2001

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3316131

zbMATH Keywords

minimaxautoregressive errorsnearest neighbourintegrated mean squared errorregression designapproximately linear regression response

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

Related Items (14)

Comparison of designs for generalized linear models under model misspecification ⋮ INTEGER-VALUED, MINIMAX ROBUST DESIGNS FOR APPROXIMATELY LINEAR MODELS WITH CORRELATED ERRORS ⋮ Extrapolation designs with constraints ⋮ Bayesian robust designs for linear models with possible bias and correlated errors ⋮ New optimal design criteria for regression models with asymmetric errors ⋮ D-optimal minimax regression designs on discrete design space ⋮ Robust designs for misspecified logistic models ⋮ Minimax designs for linear regression models with bias in a reproducing kernel Hilbert space in a discrete set ⋮ Robust designs for models with possible bias and correlated errors ⋮ Discrete M-robust designs for regression models ⋮ Discrete minimax designs for regression models with autocorrelated MA errors ⋮ Minimax robust designs for field experiments ⋮ Robust designs for experiments with blocks ⋮ Minimax robust designs for wavelet estimation of nonparametric regression models with autocorrelated errors

Cites Work

• Minimax designs for approximately linear regression
• Robustness of design against autocorrelation in time I: Asymptotic theory, optimality for location and linear regression
• Minimax regression designs for approximately linear models with autocorrelated errors
• Robust designs for serially correlated observations
• A comparison of equally spaced designs with different correlation structures in one and more dimensions
• Robust Designs Based on the Infinitesimal Approach
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