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Minimax robust designs for misspecified regression models

Minimax robust designs are studied for regression models with possible misspecified response functions. These designs, minimizing the maximum of the mean squared error matrix, can control the bias caused by model misspecification and the desired efficiency through one parameter. Using nonsmooth optimization technique, we derive the minimax designs analytically for misspecified regression models. This extends the results in Heo, Schmuland and Wiens (2001). Several examples are discussed for approximately polynomial regression. / Graduate

Identiferoai:union.ndltd.org:uvic.ca/oai:dspace.library.uvic.ca:1828/10291
Date09 November 2018
CreatorsShi, Peilin
ContributorsYe, Jane J., Zhou, Julie
Source SetsUniversity of Victoria
LanguageEnglish, English
Detected LanguageEnglish
TypeThesis
Formatapplication/pdf
RightsAvailable to the World Wide Web

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