Designs for Regression Problems with Correlated Errors

Cited in

(83)

Average case complexity of linear multivariate problems. I: Theory
On exact \(D\)-optimal designs for regression models with correlated observations
On the optimal choice of nodes in the collocation-projection method for solving linear operator equations
Optimum designs when the observations are second-order processes
Determination of an optimal mesh for a collocation-projection method for solving two-point boundary value problems
Asymptotically optimal weighted numerical integration
Optimal integration of Lipschitz functions with a Gaussian weight
Uniform reconstruction of Gaussian processes
Predicting random fields with increasing dense observations
Hyperbolic cross designs for approximation of random fields
Spatial adaption for predicting random functions
On convergence of the uniform norms for Gaussian processes and linear approximation problems
Predicting integrals of diffusion processes
Optimal exact experimental designs with correlated errors through a simulated annealing algorithm
`Nearly' universally optimal designs for models with correlated observations
Stepwise sampling procedure for estimating random averages
Sampling designs for estimation of a random process
Minimax regression designs for approximately linear models with autocorrelated errors
Sampling designs for regression coefficient estimation with correlated errors
Optimal designs for approximating the path of a stochastic process
Testing for a constant coefficient of variation in nonparametric regression by empirical processes
Optimal design for linear models with correlated observations
An algorithm for the computation of optimum designs under a given covariance structure
Spline approximation of random processes and design problems
Approximation of occupation time functionals
The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations
Optimal designs for comparing regression curves: dependence within and between groups
A convex approach to optimum design of experiments with correlated observations
Financial and risk modelling with semicontinuous covariances
A modern retrospective on probabilistic numerics
The BLUE in continuous-time regression models with correlated errors
Stratified Monte Carlo quadrature for continuous random fields
Ultimate efficiency of experimental designs for Ornstein-Uhlenbeck type processes
Stochastic structure of asymptotic quantization errors
Nonparametric inference in generalized functional linear models
On optimal allocations for estimating the surface of a random field
Comparison of designs for computer experiments
On average case complexity of linear problems with noisy information
Supervised classification for a family of Gaussian functional models
Design of experiments for zeroth and first-order reaction rates
Optimal designs for the Michaelis-Menten model with correlated observations
Optimal designs for regression models with autoregressive errors
scientific article; zbMATH DE number 5818916 (Why is no real title available?)
On sequential estimation of the mean of a multidimensional gaussian process
Average case complexity of multivariate integration
Estimation of regression coefficients in case of differentiable error processes
A robust test for homoscedasticity in nonparametric regression
Exact designs for regression models with correlated errors
Interpolation of regression functions in reproducing kernel hubert spaces
Rethinking factor analysis as an interpolation problem
An introduction to designh optimality with an overview of the literature
Minimax results for estimating integrals of analytic processes
Kernel density estimators from quantized data
Exactly optimal sampling designs for processes with a product covariance structure
Optimal designs which are efficient for lack of fit tests
FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION
Experimental designs for the estimation of the concentration curve and the AUC
Location and scale parameter estimation from randomly censored data
\(L_1\)-penalization in functional linear regression with subgaussian design
Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion
Predicting integrals of diffusion processes with unknown diffusion parameters
Kriging prediction with isotropic Matérn correlations: robustness and experimental designs
OPTIMAL DESIGNS FOR SERIES ESTIMATION IN NONPARAMETRIC REGRESSION WITH CORRELATED DATA
Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors
Optimal and Robust Designs for Estimating the Concentration Curve and the AUC
Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift
Piecewise-multilinear interpolation of a random field
On a class of best nonlinear approximation problems
Best quadrature formulas and splines
Optimal design of experiments subject to correlated errors
A posteriori error analysis for finite element solution of one-dimensional elliptic differential equations using equidistributing meshes
Optimal designs in regression with correlated errors
Asymptotic optimal designs under long-range dependence error structure
Optimal designs for random effect models with correlated errors with applications in population pharmacokinetics
Robust optimal designs using a model misspecification term
Spline approximation of a random process with singularity
A reproducing kernel Hilbert space approach to functional linear regression
Recent advances in scaling-down sampling methods in machine learning
On D-optimal designs for linear models under correlated observations with an application to a linear model with multiple response
Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions
Optimal sensor placement under model uncertainty in the weak-constraint 4D-Var framework
Posterior convergence for Bayesian functional linear regression
Weighted L^ 2 quantile distance estimators for randomly censored data

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