Further aspects on an example of D-optimal designs in the case of correlated errors

Milan Stehlik

Publication: Working/Discussion PaperWU Working Paper

Abstract

The aim of this paper is discussion on particular aspects of the extension of a classic example in the design of experiments under the presence of correlated errors. Such extension allows us to study the effect of the correlation range on the design. We discuss the dependence of the information gained by the D-optimum design on the covariance bandwidth and also we concentrate to some technical aspects that occurs in such settings. (author's abstract)
Original languageEnglish
Place of PublicationVienna
PublisherInstitut für Statistik und Mathematik, WU Vienna University of Economics and Business
Publication statusPublished - 2004

Publication series

NameResearch Report Series / Department of Statistics and Mathematics
No.1

WU Working Paper Series

  • Research Report Series / Department of Statistics and Mathematics

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