多响应模型下异常观测的稳健设计(英文)  

Robust designs against outliers for multiresponse models

作　　者：朱杰[1,2] 岳荣先[1,2] 吴晶雯[1,2] 

机构地区：[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

出　　处：《上海师范大学学报（自然科学版）》2010年第1期1-6,共6页Journal of Shanghai Normal University(Natural Sciences)

基　　金：NSFC grant(10671129);The Special Funds for Doctoral Authorities of Eductaion Ministry(20060270002).

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.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.

关 键 词：多响应模型 稳健设计 异常值 中心组合设计 

分 类 号：O211.6[理学—概率论与数理统计]