Bayesian robust designs for linear models with possible bias and correlated errors

DOI10.1007/s00184-008-0197-0zbMath1179.62106OpenAlexW2083691648MaRDI QIDQ2655277

Rong-Xian Yue, Xiao-Dong Zhou

Publication date: 25 January 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-008-0197-0

zbMATH Keywords

moving average processautocorrelationBayesian designsannealing algorithmcovariance kernel

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05) Bayesian inference (62F15) Robust parameter designs (62K25)

Related Items

Robust integer-valued designs for linear random intercept models ⋮ Minimax designs for linear regression models with bias in a reproducing kernel Hilbert space in a discrete set

Cites Work

• Minimax designs for approximately linear regression
• Linear estimation for approximately linear models
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