Discrete M-robust designs for regression models

DOI10.1016/j.jspi.2003.09.038zbMath1061.62117OpenAlexW2067180429MaRDI QIDQ1772681

Julie Zhou, Yu-Ling Tsai

Publication date: 21 April 2005

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.2003.09.038

zbMATH Keywords

Penalty functionAnnealing algorithmChange of bias functionChange of variance functionDiscrete designMoving average process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Robust parameter designs (62K25)

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