Minimax designs for approximately linear models with AR(1) errors

DOI10.2307/3316131zbMath0959.62065MaRDI QIDQ4488792

Julie Zhou, Douglas P. Wiens

Publication date: 2 May 2001

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3316131

zbMATH Keywords

minimax; autoregressive errors; nearest neighbour; integrated mean squared error; regression design; approximately linear regression response

Mathematics Subject Classification ID

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

62J05: Linear regression; mixed models

62K05: Optimal statistical designs

Related Items

INTEGER-VALUED, MINIMAX ROBUST DESIGNS FOR APPROXIMATELY LINEAR MODELS WITH CORRELATED ERRORS, Extrapolation designs with constraints, Discrete M-robust designs for regression models

Cites Work

• Minimax designs for approximately linear regression
• Robustness of design against autocorrelation in time I: Asymptotic theory, optimality for location and linear regression
• Minimax regression designs for approximately linear models with autocorrelated errors
• Robust designs for serially correlated observations
• A comparison of equally spaced designs with different correlation structures in one and more dimensions
• Robust Designs Based on the Infinitesimal Approach
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