Optimal Design of Experiments Subject to Correlated Errors

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
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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