V-optimal designs for heteroscedastic regression

DOI10.1016/J.JSPI.2013.09.007zbMATH Open1278.62119OpenAlexW2075745801MaRDI QIDQ393546FDOQ393546

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

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zbMATH Keywords

robustnessweighted least squaresforcingadaptivesequential

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Rejection of Outliers
• The Sequential Generation of $D$-Optimum Experimental Designs
• 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
• Computing \(E\)-optimal polynomial regression designs.
• On the equivalence of D and G-optimal designs in heteroscedastic models
• Active Learning in Multi-armed Bandits
• Optimal designs for dose response experiments in cancer research
• Designs for approximately linear regression: Maximizing the minimum coverage probability of confidence ellipsoids
• Title not available (Why is that?)
• Bayesian and maximin optimal designs for heteroscedastic regression models
• \(L_p\)-optimality for regression designs with heteroscedastic errors
• Designs for weighted least squares regression, with estimated weights
• Optimal weights for experimental designs on linearly independent support points

Cited In (10)

• Title not available (Why is that?)
• \(L_p\)-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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