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Robust designs for models with possible bias and correlated errors

Robust designs for models with possible bias and correlated errors This paper studies the model-robust design problem for general models with an unknown bias or contamination and the correlated errors. The true response function is assumed to be from a reproducing kernel Hilbert space and the errors are fitted by the qth order moving average process MA(q), especially the MA(1) errors and the MA(2) errors. In both situations, design criteria are derived in terms of the average expected quadratic loss for the least squares estimation by using a minimax method. A case is studied and the orthogonality of the criteria is proved for this special response. The robustness of the design criteria is discussed through several numerical examples. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics-A Journal of Chinese Universities Springer Journals

Robust designs for models with possible bias and correlated errors

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Publisher
Springer Journals
Copyright
Copyright © 2010 by Editorial Committee of Applied Mathematics-A Journal of Chinese Universities and Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Mathematics, general
ISSN
1005-1031
eISSN
1993-0445
DOI
10.1007/s11766-010-1922-9
Publisher site
See Article on Publisher Site

Abstract

This paper studies the model-robust design problem for general models with an unknown bias or contamination and the correlated errors. The true response function is assumed to be from a reproducing kernel Hilbert space and the errors are fitted by the qth order moving average process MA(q), especially the MA(1) errors and the MA(2) errors. In both situations, design criteria are derived in terms of the average expected quadratic loss for the least squares estimation by using a minimax method. A case is studied and the orthogonality of the criteria is proved for this special response. The robustness of the design criteria is discussed through several numerical examples.

Journal

Applied Mathematics-A Journal of Chinese Universities – Springer Journals

Published: Aug 25, 2010

References

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    Weins, D. P.; Zhou, J.
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    Yue, R. X.
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    Yue, R. X.; Hickernell, F. J.
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    Zhou, J.
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    Zhou, J.