V-optimal designs for heteroscedastic regression

DOI10.1016/J.JSPI.2013.09.007MaRDI QIDQ393546zbMATH OpenOpenAlexFDO

Authors Douglas P. Wiens, Pengfei Li

Publication date 23 January 2014

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.2013.09.007

zbMATH Keywords

robustnessweighted least squaresforcingadaptivesequential

Mathematics Subject Classification ID

Linear inference, regression (62J99) Optimal statistical designs (62K05) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 800961 (Why is no real title available?)
• scientific article; zbMATH DE number 3218324 (Why is no real title available?)
• Active Learning in Multi-armed Bandits
• Bayesian and maximin optimal designs for heteroscedastic regression models
• Computing \(E\)-optimal polynomial regression designs.
• Designs for approximately linear regression: Maximizing the minimum coverage probability of confidence ellipsoids
• Designs for weighted least squares regression, with estimated weights
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Nonlinear Experiments: Optimal Design and Inference Based on Likelihood
• On the equivalence of D and G-optimal designs in heteroscedastic models
• Optimal designs for dose response experiments in cancer research
• Optimal weights for experimental designs on linearly independent support points
• Rejection of Outliers
• The Sequential Generation of $D$-Optimum Experimental Designs
• \(L_p\)-optimality for regression designs with heteroscedastic errors

Cited in

(10)

• scientific article; zbMATH DE number 472979 (Why is no real title available?)
• \(L_p\)-optimality for regression designs with heteroscedastic errors
• Minimax A‐, c‐, and I‐optimal regression designs for models with heteroscedastic errors
• Does sequential augmenting of simple linear heteroscedastic regression reduce variances of ordinary least-squares estimators?
• Optimal designs for variance function estimation using sample variances
• Minimax robust designs for regression models with heteroscedastic errors
• Optimal Sequential Design in a Controlled Non‐parametric Regression
• On proportional volume sampling for experimental design in general spaces
• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
• A geometric characterization of c-optimal designs for heteroscedastic regression

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