Optimum design for correlated processes via eigenfunction expansions

Fedorov, Valery V. and Müller, Werner (2004) Optimum design for correlated processes via eigenfunction expansions. Research Report Series / Department of Statistics and Mathematics, 6. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.


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In this paper we consider optimum design of experiments for correlated observations. We approximate the error component of the process by an eigenvector expansion of the corresponding covariance function. Furthermore we study the limit behavior of an additional white noise as a regularization tool. The approach is illustrated by some typical examples. (authors' abstract)

Item Type: Paper
Keywords: correlated errors / random field / regression experiment
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 21 Jun 2004 14:48
Last Modified: 22 Oct 2019 00:41
URI: https://epub.wu.ac.at/id/eprint/622


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