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Robust designs for Haar wavelet approximation models

✍ Scribed by Xiaojian Xu; Lin Zhao

Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
429 KB
Volume
27
Category
Article
ISSN
1524-1904

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✦ Synopsis

In this paper, we discuss the construction of robust designs for heteroscedastic wavelet regression models when the assumed models are possibly contaminated over two different neighbourhoods: G 1 and G 2 . Our main findings are: (1) A recursive formula for constructing D-optimal designs under G 1 ; (2) Equivalency of Q-optimal and A-optimal designs under both G 1 and G 2 ; (3) D-optimal robust designs under G 2 ; and (4) Analytic forms for A-and Q-optimal robust design densities under G 2 . Several examples are given for the comparison, and the results demonstrate that our designs are efficient.

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