for misspecified regression models

DOI10.2307/3315853zbMath1050.62080MaRDI QIDQ4819897

Jane J. Ye, Julie Zhou, Peilin Shi

Publication date: 5 October 2004

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

Full work available at URL: https://doi.org/10.2307/3315853

zbMATH Keywords

nonsmooth optimization; Clarke generalized gradient; least squares; biased regression; minimax design; robust regression design; normalizing optimization method

Mathematics Subject Classification ID

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

62J05: Linear regression; mixed models

62K05: Optimal statistical designs

62F35: Robustness and adaptive procedures (parametric inference)