Optimum design for correlated processes via eigenfunction expansions

Valery V. Fedorov; Werner Müller

doi:10.57938/988141ec-5134-4759-9197-53836eaba12f

Optimum design for correlated processes via eigenfunction expansions

Valery V. Fedorov, Werner Müller

Institute for Statistics and Mathematics

Publication: Working/Discussion Paper › WU 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)

Original language	English
Place of Publication	Vienna
Publisher	Institut für Statistik und Mathematik, WU Vienna University of Economics and Business
DOIs	https://doi.org/10.57938/988141ec-5134-4759-9197-53836eaba12f
Publication status	Published - 2004

Publication series

Series	Research Report Series / Department of Statistics and Mathematics
Number	6

WU Working Paper Series

Research Report Series / Department of Statistics and Mathematics

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10.57938/988141ec-5134-4759-9197-53836eaba12fLicence: Unspecified

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Cite this

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