INTEGER-VALUED, MINIMAX ROBUST DESIGNS FOR APPROXIMATELY LINEAR MODELS WITH CORRELATED ERRORS

DOI10.1081/STA-100001556zbMath0993.62069MaRDI QIDQ4541766

Julie Zhou

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

autocorrelationmoving average processesinteger designsannealing algorithmsfinite design spaces

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robust parameter designs (62K25)

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Cites Work

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• Robust regression designs when the design space consists of finitely many points
• Minimax regression designs for approximately linear models with autocorrelated errors
• Generalized Simulated Annealing for Function Optimization
• The Application of the Annealing Algorithm to the Construction of Exact Optimal Designs for Linear-Regression Models
• Robust Designs Based on the Infinitesimal Approach
• Minimax designs for approximately linear models with AR(1) errors
• Integer-Valued, Minimax Robust Designs for Estimation and Extrapolation in Heteroscedastic, Approximately Linear Models

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