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- W2593819367 abstract "We discuss the construction of designs for estimation of nonparametric regression models with autocorrelated errors when the mean response is to be approximated by a finite order linear combination of dilated and translated versions of the Daubechies wavelet bases with four vanishing moments. We assume that the parameters of the resulting model will be estimated by weighted least squares (WLS) or by generalized least squares (GLS). The bias induced by the unused components of the wavelet bases, in the linear approximation, then inflates the natural variation of the WLS and GLS estimates. We therefore construct our designs by minimizing the maximum value of the average mean squared error (AMSE). Such designs are said to be robust in the minimax sense. Our illustrative examples are constructed by using the simulated annealing algorithm to select an optimal [Formula: see text]-point design, which are integers, from a grid of possible values of the explanatory or design variable [Formula: see text]. We found that the integer-valued designs we constructed based on GLS estimation, have smaller minimum loss when compared to the designs for WLS or ordinary least squares (OLS) estimation, except when the correlation parameter [Formula: see text] approaches 1." @default.
- W2593819367 created "2017-03-16" @default.
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- W2593819367 date "2017-03-09" @default.
- W2593819367 modified "2023-09-27" @default.
- W2593819367 title "Minimax robust designs for wavelet estimation of nonparametric regression models with autocorrelated errors" @default.
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- W2593819367 doi "https://doi.org/10.1142/s0219691317500254" @default.
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