Optimal design of experiments subject to correlated errors

被引：23
|
作者：
Pázman, A
Müller, WG
机构：
[1] Comenius Univ, Bratislava 84215, Slovakia
[2] Vienna Univ Econ & Business Adm, A-1090 Vienna, Austria
来源：
STATISTICS & PROBABILITY LETTERS | 2001年 / 52卷 / 01期
关键词：
design measure; approximate information matrix; random field; exact designs;
D O I：
10.1016/S0167-7152(00)00201-7
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In 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. (C) 2001 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：29 / 34
页数：6
相关论文
共 50 条
  • [1] A-optimal chemical balance weighing design with correlated errors
    Ceranka B.
    Graczyk M.
    Journal of Applied Mathematics and Computing, 2004, 16 (1-2) : 143 - 150
  • [2] Optimal design of multi-subject blocked fMRI experiments
    Maus, Barbel
    van Breukelen, Gerard J. P.
    Goebel, Rainer
    Berger, Martijn P. F.
    NEUROIMAGE, 2011, 56 (03) : 1338 - 1352
  • [3] Measures for designs in experiments with correlated errors
    Müller, WG
    Pázman, A
    BIOMETRIKA, 2003, 90 (02) : 423 - 434
  • [4] On optimal fMRI designs for correlated errors
    Singh, Rakhi
    Kunert, Joachim
    Stufken, John
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2021, 212 : 84 - 96
  • [5] OPTIMAL DESIGNS IN REGRESSION WITH CORRELATED ERRORS
    Dette, Holger
    Pepelyshev, Andrey
    Zhigljavsky, Anatoly
    ANNALS OF STATISTICS, 2016, 44 (01): : 113 - 152
  • [6] Criteria for optimal design of small-sample experiments with correlated observations
    Pazman, Andrej
    KYBERNETIKA, 2007, 43 (04) : 453 - 462
  • [7] Optimal correction of independent and correlated errors
    Jacobsen, Sol H.
    Mintert, Florian
    JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2014, 47 (04)
  • [8] OPTIMAL AND NEAR OPTIMAL SETS OF LATIN SQUARES FOR CORRELATED ERRORS
    UDDIN, N
    MORGAN, JP
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1991, 29 (03) : 279 - 290
  • [9] OPTIMAL SEQUENCE OF PARTIAL INSPECTIONS SUBJECT TO ERRORS
    LIOU, MJ
    TSENG, ST
    LIN, TM
    INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 1994, 33 (1-3) : 109 - 119
  • [10] Influence measures in blocked designs of experiments with correlated errors
    Bhar, Lalmohan
    Ojha, Sankalpa
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (05) : 2411 - 2434
12345