Optimal Design of Experiments Subject to Correlated Errors

Andrej Pazman, Werner Müller

Publikation: Working/Discussion PaperWU Working Paper

5 Downloads (Pure)


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)
HerausgeberDepartment of Statistics and Mathematics, WU Vienna University of Economics and Business
PublikationsstatusVeröffentlicht - 2000


NameForschungsberichte / Institut für Statistik

WU Working Paper Reihe

  • Forschungsberichte / Institut für Statistik

Dieses zitieren