Robust minimax designs for multiple linear regression
نویسندگان
چکیده
منابع مشابه
Minimax designs for approximately linear regression
We consider the approximately linear regression model E b 1x1 = I(x) 0 + f(x), XE S, where f(x) is a non-linear disturbance restricted only by a bound on its &(S) norm, and where S is the design space. For loss functions which are monotonic functions of the mean squared error matrix, we derive a theory to guide in the construction of designs which minimize the maximum (over f) loss. We then spe...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1990
ISSN: 0024-3795
DOI: 10.1016/0024-3795(90)90347-f