Determinant formulas with applications to designing when the observations are correlated
From MaRDI portal
Publication:1901685
DOI10.1007/BF00773469zbMath0833.62070MaRDI QIDQ1901685
Publication date: 8 November 1995
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
correlated observations; least squares estimator; efficiency bounds; general linear model; multiple response; \(D\)-criterion; determinant formulas; maximin designs; efficiency of designs; Gauß-Markov estimator; tridiagonal covariance matrices
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62K05: Optimal statistical designs
Related Items
Optimal allocation of time points for the random effects model, Robust first-order rotatable lifetime improvement experimental designs, Optimal designs for dual response polynomial regression models, On efficient robust first order rotatable designs with autocorrelated error, On \(D\)-optimal robust designs for lifetime improvement experiments, On maximin designs for correlated observations, Optimum designs for a multiresponse regression model, On \(D\)-optimal robust second order slope-rotatable designs, Optimal Designs for Multi-Response Nonlinear Regression Models With Several Factors via Semidefinite Programming
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On D-optimal designs for linear models under correlated observations with an application to a linear model with multiple response
- Optimum and minimax exact treatment designs for one-dimensional autoregressive error processes
- Optimale Zweifachblockpläne bei seriell korrelierten Fehlern
- Optimum balanced block and Latin square designs for correlated observations
- On the optimality of finite Williams II(a) designs
- On exact \(D\)-optimal designs for regression models with correlated observations
- D-optimal designs for a multivariate regression model
- When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
- On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
- Inequalities: theory of majorization and its applications