Determinant formulas with applications to designing when the observations are correlated

DOI10.1007/BF00773469MaRDI QIDQ1901685zbMATH OpenFDO

Authors Wolfgang Bischoff

Publication date 8 November 1995

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00773469

zbMATH Keywords

\(D\)-criterioncorrelated observationsdeterminant formulasefficiency boundsefficiency of designsGauß-Markov estimatorgeneral linear modelleast squares estimatormaximin designsmultiple responsetridiagonal covariance matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

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Cites work

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• On exact \(D\)-optimal designs for regression models with correlated observations
• On the optimality of finite Williams II(a) designs
• Optimale Zweifachblockpläne bei seriell korrelierten Fehlern
• Optimum and minimax exact treatment designs for one-dimensional autoregressive error processes
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• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach

Cited in

(11)

• On maximin designs for correlated observations
• Optimum designs for a multiresponse regression model
• On \(D\)-optimal robust second order slope-rotatable designs
• Lower Bounds for the Efficiency of Designs with Respect to theD-Criterion when the Observations are Correlated
• Optimal Designs for Multi-Response Nonlinear Regression Models With Several Factors via Semidefinite Programming
• 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
• Determinant efficiencies in ill-conditioned models
• On D-optimal robust designs for lifetime improvement experiments

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