Optimum design for correlated processes via eigenfunction expansions

Valery V. Fedorov, Werner Müller

Publikation: Working/Discussion PaperWU Working Paper

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Abstract

In this paper we consider optimum design of experiments for correlated observations. We approximate the error component of the process by an eigenvector expansion of the corresponding covariance function. Furthermore we study the limit behavior of an additional white noise as a regularization tool. The approach is illustrated by some typical examples. (authors' abstract)
OriginalspracheEnglisch
ErscheinungsortVienna
HerausgeberInstitut für Statistik und Mathematik, WU Vienna University of Economics and Business
DOIs
PublikationsstatusVeröffentlicht - 2004

Publikationsreihe

ReiheResearch Report Series / Department of Statistics and Mathematics
Nummer6

WU Working Paper Reihe

  • Research Report Series / Department of Statistics and Mathematics

Zitat