Pazman, Andrej and Müller, Werner (2000) Optimal Design of Experiments Subject to Correlated Errors. Forschungsberichte / Institut für Statistik, 77. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.
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Abstract
In this paper we consider optimal design of experiments in the case of correlated observations, when no replications are possible. This situation is typical when observing a random process or random field with known covariance structure. We present a theorem which demonstrates that the computation of optimum exact designs corresponds to solving minimization problems in terms of design measures. (author's abstract)
Item Type: | Paper |
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Keywords: | design measure / approximate information matrix / random field |
Divisions: | Departments > Finance, Accounting and Statistics > Statistics and Mathematics |
Depositing User: | Repository Administrator |
Date Deposited: | 12 Jul 2006 05:54 |
Last Modified: | 22 Oct 2019 00:41 |
URI: | https://epub.wu.ac.at/id/eprint/64 |
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