Model-robust designs in multiresponse situations

Rong-Xian Yue

Statistics & Probability Letters, 2002, vol. 58, issue 4, 369-379

Abstract: The multiresponse model E(y[alpha]x)=[summation operator]l=1p[alpha] [theta][alpha]lf[alpha]l(x)+h[alpha](x), [alpha]=1,...,r, is considered, where h[alpha](x) is an unknown bias or contamination function from some class with a probability measure. Optimal designs are studied in terms of generalized least squares estimation and the average expected quadratic loss. The performance of the uniform design is also explored.

Keywords: Multiresponse; model; Robust; design; Uniform; design; Variance; and; bias (search for similar items in EconPapers)
Date: 2002
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