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Robust designs for Haar wavelet approximation models

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  • Xiaojian Xu
  • Lin Zhao

Abstract

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: G1 and G2. Our main findings are: (1) A recursive formula for constructing D‐optimal designs under G1; (2) Equivalency of Q‐optimal and A‐optimal designs under both G1 and G2; (3) D‐optimal robust designs under G2; and (4) Analytic forms for A‐ and Q‐optimal robust design densities under G2. Several examples are given for the comparison, and the results demonstrate that our designs are efficient. Copyright © 2010 John Wiley & Sons, Ltd.

Suggested Citation

  • Xiaojian Xu & Lin Zhao, 2011. "Robust designs for Haar wavelet approximation models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 27(5), pages 531-550, September.
    • Handle: RePEc:wly:apsmbi:v:27:y:2011:i:5:p:531-550
    DOI: 10.1002/asmb.861
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