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.
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页码：29 / 34
页数：6
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