| 多响应模型下异常观测的稳健设计 |
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| 引用本文： | 朱杰, 岳荣先, 吴晶雯. 多响应模型下异常观测的稳健设计[J]. 上海师范大学学报(自然科学版), 2010, 39(1): 1-6 |
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| 作者姓名： | 朱杰 岳荣先 吴晶雯 |
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| 作者单位： | 1. 上海师范大学数理学院,上海,200234
2. 上海师范大学金融学院,上海,200234 |
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| 基金项目： | NSFC grant(10671129); The Special Funds for Doctoral Authorities of Eductaion Ministry(20060270002). |
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| 摘 要： | 研究了多响应回归模型下含有异常观测值的试验设计问题，导出了衡量设计稳健性的准则．以中心组合设计为例，给出了角点和中心点次数不同时，使得稳健性准则达到最小的星点臂长，从而找到了相应的稳健设计．
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| 关 键 词： | 多响应模型 稳健设计 异常值 中心组合设计 |
Robust designs against outliers for multiresponse models |
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| ZHU Jie,YUE Rong-xian,WU Jing-wen. Robust designs against outliers for multiresponse models[J]. Journal of Shanghai Normal University(Natural Sciences), 2010, 39(1): 1-6 |
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| Authors: | ZHU Jie YUE Rong-xian WU Jing-wen |
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| Affiliation: | ZHU Jie1,YUE Rong-xian1,WU Jing-wen2(1.Mathematics , Science College,Shanghai Normal University,Shanghai 200234,China,2.Finance College,China) |
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| Abstract: | We consider the design problem of retrieving the response surface if each response is disturbed by an outlier,in the context of multi-response regression models.We aim at finding a robust design that is insensitive to outliers of observations.The theoretical framework is illustrated by an example with quadratic polynomial regression and under a central composite design. |
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| Keywords: | multiresponse regression model robust design outlier |
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