Discrete minimax designs for regression models with autocorrelated MA errors
DOI10.1016/J.JSPI.2006.03.014zbMATH Open1115.62075OpenAlexW1984333756MaRDI QIDQ997287FDOQ997287
Authors: Peilin Shi, Jane Ye, Julie Zhou 
Publication date: 23 July 2007
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.2006.03.014
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- for misspecified regression models
moving average processrobust designunit circleinvertibility conditionannealing algorithmdiscrete design
Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05) Robustness and adaptive procedures (parametric inference) (62F35) Robust parameter designs (62K25)
Cites Work
- Robust Statistics
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- Title not available (Why is that?)
- The Application of the Annealing Algorithm to the Construction of Exact Optimal Designs for Linear-Regression Models
- Constructing Exact D-Optimal Experimental Designs by Simulated Annealing
- Minimax regression designs for approximately linear models with autocorrelated errors
- Integer-Valued, Minimax Robust Designs for Estimation and Extrapolation in Heteroscedastic, Approximately Linear Models
- for misspecified regression models
- Minimax designs for approximately linear regression
- Minimax designs for approximately linear models with AR(1) errors
- INTEGER-VALUED, MINIMAX ROBUST DESIGNS FOR APPROXIMATELY LINEAR MODELS WITH CORRELATED ERRORS
- Title not available (Why is that?)
Cited In (11)
- D-optimal minimax regression designs on discrete design space
- Optimum and minimax exact treatment designs for one-dimensional autoregressive error processes
- Minimax designs for linear regression models with bias in a reproducing kernel Hilbert space in a discrete set
- Two robust design approaches for linear models with correlated errors
- Robust designs for experiments with blocks
- Applications of robust methods in spatial analysis
- On exact \(K\)-optimal designs minimizing the condition number
- INTEGER-VALUED, MINIMAX ROBUST DESIGNS FOR APPROXIMATELY LINEAR MODELS WITH CORRELATED ERRORS
- Title not available (Why is that?)
- D-optimal minimax design criterion for two-level fractional factorial designs
- Robust integer-valued designs for linear random intercept models
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