Optimum design for correlated processes via eigenfunction expansions

Valery V. Fedorov, Werner Müller

Publication: Working/Discussion PaperWU Working Paper

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)
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.6

WU Working Paper Series

  • Research Report Series / Department of Statistics and Mathematics

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