Robust designs and optimality of least squares for regression problems

DOI10.1016/0378-3758(84)90048-XMaRDI QIDQ795449zbMATH OpenOpenAlexWikidataFDO

Authors N. E. Zubov

Publication date 1984

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(84)90048-x

zbMATH Keywords

robust designleast squares estimatorminimax approachoptimal estimatormean square error matrixbest pair of estimator and designcontamination functionphi(p) optimalityunbiased linear estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3651605 (Why is no real title available?)
• scientific article; zbMATH DE number 3657001 (Why is no real title available?)
• scientific article; zbMATH DE number 3456361 (Why is no real title available?)
• scientific article; zbMATH DE number 3499086 (Why is no real title available?)
• scientific article; zbMATH DE number 3307093 (Why is no real title available?)
• A Basis for the Selection of a Response Surface Design
• General equivalence theory for optimum designs (approximate theory)
• Linear estimation for approximately linear models
• Optimal robust designs: Linear regression in \(R^ k\).

Cited in

(8)

• Robust linear quadratic designs with real parameter uncertainty
• Discrete M-robust designs for regression models
• Designs for approximately linear regression: Maximizing the minimum coverage probability of confidence ellipsoids
• Optimal designs for minimax extrapolation
• Robust designs for approximately linear regression: \(M\)-estimated parameters
• Robust regression designs when the design space consists of finitely many points
• Uniqueness, consistency and optimality in spherical regression experiments
• Optimal and robust invariant designs for cubic multiple regression

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