کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
415165 681183 2010 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A comparative study of robust designs for M-estimated regression models
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
A comparative study of robust designs for M-estimated regression models
چکیده انگلیسی

We obtain designs which are optimally robust against possibly misspecified regression models, assuming that the parameters are to be estimated by one of several types of M-estimation. Such designs minimize the maximum mean squared error of the predicted values, with the maximum taken over a class of departures from the fitted response function. One purpose of the study is to determine if, and how, the designs change in response to the robust methods of estimation as compared to classical least squares estimation. To this end, numerous examples are presented and discussed.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 54, Issue 6, 1 June 2010, Pages 1683–1695
نویسندگان
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