Articles with "heteroscedastic errors" as a keyword



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Minimax robust designs for regression models with heteroscedastic errors

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Published in 2021 at "Metrika"

DOI: 10.1007/s00184-021-00827-0

Abstract: Minimax robust designs for regression models with heteroscedastic errors are studied and constructed. These designs are robust against possible misspecification of the error variance in the model. We propose a flexible assumption for the error… read more here.

Keywords: robust designs; minimax robust; regression models; heteroscedastic errors ... See more keywords