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A-minimax and D-minimax robust optimal designs for approximately linear Haar-wavelet models

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  • Tian, Yongge
  • Herzberg, Agnes M.

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  • Tian, Yongge & Herzberg, Agnes M., 2006. "A-minimax and D-minimax robust optimal designs for approximately linear Haar-wavelet models," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2942-2951, June.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:10:p:2942-2951
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    References listed on IDEAS

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    1. C. H. Hsiao & W. J. Wang, 1999. "Optimal Control of Linear Time-Varying Systems via Haar Wavelets," Journal of Optimization Theory and Applications, Springer, vol. 103(3), pages 641-655, December.
    2. Hsiao, Chun-Hui & Wang, Wen-June, 2001. "Haar wavelet approach to nonlinear stiff systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 57(6), pages 347-353.
    3. C. H. Hsiao & W. J. Wang, 1999. "State Analysis and Optimal Control of Time-Varying Discrete Systems via Haar Wavelets," Journal of Optimization Theory and Applications, Springer, vol. 103(3), pages 623-640, December.
    4. Yongge Tian & Agnes Herzberg, 2007. "Estimation and optimal designs for linear Haar-wavelet models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(3), pages 311-324, May.
    5. Hsiao, C.H., 2004. "Haar wavelet approach to linear stiff systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(5), pages 561-567.
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    1. Yue, Rong-Xian & Liu, Xin, 2010. "-optimal designs for a hierarchically ordered system of regression models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3458-3465, December.
    2. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007. "Worst-case estimation for econometric models with unobservable components," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3330-3354, April.

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