Designs for Regression Problems with Correlated Errors

Cited in

(82)

Location and scale parameter estimation from randomly censored data
Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion
Approximation of occupation time functionals
On sequential estimation of the mean of a multidimensional gaussian process
Predicting integrals of diffusion processes
Interpolation of regression functions in reproducing kernel hubert spaces
Robust optimal designs using a model misspecification term
Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift
Predicting integrals of diffusion processes with unknown diffusion parameters
Optimum designs when the observations are second-order processes
A modern retrospective on probabilistic numerics
Design of experiments for zeroth and first-order reaction rates
Determination of an optimal mesh for a collocation-projection method for solving two-point boundary value problems
scientific article; zbMATH DE number 7306883 (Why is no real title available?)
\(L_1\)-penalization in functional linear regression with subgaussian design
Stratified Monte Carlo quadrature for continuous random fields
Asymptotic optimal designs under long-range dependence error structure
A reproducing kernel Hilbert space approach to functional linear regression
Spline approximation of random processes and design problems
Asymptotically optimal weighted numerical integration
Optimal integration of Lipschitz functions with a Gaussian weight
FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION
Nonparametric inference in generalized functional linear models
Uniform reconstruction of Gaussian processes
Spatial adaption for predicting random functions
Optimal designs for regression models with autoregressive errors
On average case complexity of linear problems with noisy information
Comparison of designs for computer experiments
scientific article; zbMATH DE number 5818916 (Why is no real title available?)
An introduction to designh optimality with an overview of the literature
Recent advances in scaling-down sampling methods in machine learning
The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations
Hyperbolic cross designs for approximation of random fields
Posterior convergence for Bayesian functional linear regression
Optimal designs for approximating the path of a stochastic process
Exact designs for regression models with correlated errors
Ultimate efficiency of experimental designs for Ornstein-Uhlenbeck type processes
Piecewise-multilinear interpolation of a random field
Optimal design of experiments subject to correlated errors
Sampling designs for estimation of a random process
Optimal designs in regression with correlated errors
Supervised classification for a family of Gaussian functional models
Optimal and Robust Designs for Estimating the Concentration Curve and the AUC
Experimental designs for the estimation of the concentration curve and the AUC
Optimal designs for random effect models with correlated errors with applications in population pharmacokinetics
A posteriori error analysis for finite element solution of one-dimensional elliptic differential equations using equidistributing meshes
Stepwise sampling procedure for estimating random averages
Predicting random fields with increasing dense observations
On the optimal choice of nodes in the collocation-projection method for solving linear operator equations
Testing for a constant coefficient of variation in nonparametric regression by empirical processes
OPTIMAL DESIGNS FOR SERIES ESTIMATION IN NONPARAMETRIC REGRESSION WITH CORRELATED DATA
Spline approximation of a random process with singularity
Financial and risk modelling with semicontinuous covariances
Optimal design for linear models with correlated observations
On optimal allocations for estimating the surface of a random field
Stochastic structure of asymptotic quantization errors
Best quadrature formulas and splines
`Nearly' universally optimal designs for models with correlated observations
Average case complexity of linear multivariate problems. I: Theory
Minimax regression designs for approximately linear models with autocorrelated errors
Minimax results for estimating integrals of analytic processes
Average case complexity of multivariate integration
Estimation of regression coefficients in case of differentiable error processes
An algorithm for the computation of optimum designs under a given covariance structure
Optimal designs for comparing regression curves: dependence within and between groups
A convex approach to optimum design of experiments with correlated observations
Sampling designs for regression coefficient estimation with correlated errors
Kernel density estimators from quantized data
On exact \(D\)-optimal designs for regression models with correlated observations
Optimal designs for the Michaelis-Menten model with correlated observations
The BLUE in continuous-time regression models with correlated errors
Weighted L^ 2 quantile distance estimators for randomly censored data
A robust test for homoscedasticity in nonparametric regression
Exactly optimal sampling designs for processes with a product covariance structure
Optimal exact experimental designs with correlated errors through a simulated annealing algorithm
Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions
On convergence of the uniform norms for Gaussian processes and linear approximation problems
On a class of best nonlinear approximation problems
On D-optimal designs for linear models under correlated observations with an application to a linear model with multiple response
Optimal designs which are efficient for lack of fit tests
Rethinking factor analysis as an interpolation problem
Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors

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