Discrete M-robust designs for regression models

DOI10.1016/j.jspi.2003.09.038zbMath1061.62117MaRDI QIDQ1772681

Julie Zhou, Yu-Ling Tsai

Publication date: 21 April 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.038

zbMATH Keywords

Penalty function; Annealing algorithm; Change of bias function; Change of variance function; Discrete design; Moving average process

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

62K25: Robust parameter designs

Cites Work

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