Optimal design of experiments subject to correlated errors
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.
Year of publication: |
2001
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Authors: | Pázman, Andrej ; G. Müller, Werner |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 52.2001, 1, p. 29-34
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Publisher: |
Elsevier |
Keywords: | Design measure Approximate information matrix Random field Exact designs |
Saved in:
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