Robust regression designs when the design space consists of finitely many points
From MaRDI portal
Publication:797941
DOI10.1214/aos/1176346406zbMath0546.62048OpenAlexW1963772992MaRDI QIDQ797941
Publication date: 1984
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346406
robust designleast squares estimatorssquared loss functiondesigns with finite supportmaximum risk among symmetric designsnearly linear regression
Related Items (9)
Robust designs for approximately linear regression: \(M\)-estimated parameters ⋮ INTEGER-VALUED, MINIMAX ROBUST DESIGNS FOR APPROXIMATELY LINEAR MODELS WITH CORRELATED ERRORS ⋮ Model robust extrapolation designs ⋮ Optimal designs for regression models with possible bias ⋮ Robust designs for approximately polynomial regression ⋮ Restricted optimal designs for linear and quadratic polynomial regressions ⋮ Minimax designs for approximately linear regression ⋮ Minimax designs for linear regression models with bias in a reproducing kernel Hilbert space in a discrete set ⋮ Minimax regression designs for approximately linear models with autocorrelated errors
This page was built for publication: Robust regression designs when the design space consists of finitely many points