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Model-robust designs in multiresponse situations. (English) Zbl 1057.62056

Summary: The multiresponse model \(E(y_\alpha\mid{\mathbf x})= \sum^{p_\alpha}_{l=1} \theta_{\alpha l}f_{\alpha l} ({\mathbf x})+ h_\alpha ({\mathbf x})\), \(\alpha=1,\dots ,r\), is considered, where \(h_\alpha ({\mathbf x})\) is an unknown bias or contamination function from some class \({\mathcal H}_\alpha\) 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.

MSC:

62K05 Optimal statistical designs
62K25 Robust parameter designs
62J05 Linear regression; mixed models
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