Design for linear regression models with correlated errors

MaRDI QIDQ2799889zbMATH OpenFDO

Authors Andrey Pepelyshev, A. Zhigljavsky, Holger Dette

Publication date 13 April 2016

zbMATH Keywords

asymptotic optimal designscovariance kerneloptimal designs for OLS, BLUE and signed least squares (SLS)

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

Review text

This paper presents an excellent survey of results on experimental design for linear regression models with correlated errors. Old results by Sacks and Ylvisaker (1966, 1968), Bickel and Herzberg (1979) and Nöther (1985) are discussed as well as recently results by Pazman and Müller (2001), Fedorov and Müller (2007) and by the authors themselves: Dette, Leonenko, Pepelyshev and Zhigljavsky (2009); Zhigljavsky, Dette and Pepelyshev (2010) and Dette, Pepelyshev and Zhigljavsky (2013). The structure of the paper is as follows: Section 1 sketches the main approaches, Section 2 considers designs for one-parameter models, Section 3 discusses optimal designs for the BLUE and Section 4 for the OLS.NEWLINENEWLINEFor the entire collection see [Zbl 1327.62001].

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(10)

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• Computation of \(c\)-optimal designs for models with correlated observations
• Sampling designs for regression coefficient estimation with correlated errors
• Regression models with correlated errors based on functional random design
• K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets
• Bayesian robust designs for linear models with possible bias and correlated errors
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• scientific article; zbMATH DE number 774856 (Why is no real title available?)
• Optimal designs for linear models with Fredholm-type errors

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