A new approach to optimal designs for correlated observations

DOI10.1214/16-AOS1500zbMath1421.62085arXiv1511.01881MaRDI QIDQ2403430

Anatoly A. Zhigljavsky, Maria Konstantinou, Dette, Holger

Publication date: 8 September 2017

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.01881

zbMATH Keywords

quadrature formulascorrelated observationslinear regressionoptimal designGaussian white noise modelDoob representation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Markov processes: estimation; hidden Markov models (62M05)

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