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) / Series: Forschungsberichte / Institut für Statistik
Identifer | oai:union.ndltd.org:VIENNA/oai:epub.wu-wien.ac.at:epub-wu-01_a47 |
Date | January 2000 |
Creators | Pazman, Andrej, Müller, Werner |
Publisher | Department of Statistics and Mathematics, WU Vienna University of Economics and Business |
Source Sets | Wirtschaftsuniversität Wien |
Language | English |
Detected Language | English |
Type | Working Paper, NonPeerReviewed |
Format | application/pdf |
Relation | http://epub.wu.ac.at/64/ |
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