Exact designs for regression models with correlated errors

DOI10.1080/02331888508801879zbMath0584.62117OpenAlexW2169857876MaRDI QIDQ3707173

Wolfgang Näther

Publication date: 1985

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888508801879

zbMATH Keywords

correlated errorslinear regression modelapproximation of regression functionbest linear unbiased continuous estimatediscrete BLUEexact optimal

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05)

Related Items (10)

Optimal designs for regression models with autoregressive errors ⋮ Unnamed Item ⋮ Optimal design for linear models with correlated observations ⋮ An algorithm for the computation of optimum designs under a given covariance structure ⋮ Optimal designs for linear models with Fredholm-type errors ⋮ On exact \(D\)-optimal designs for regression models with correlated observations ⋮ Evaluation of Combinatorial Optimisation Algorithms for c-Optimal Experimental Designs with Correlated Observations ⋮ Optimal designs in regression with correlated errors ⋮ Unnamed Item ⋮ Optimal exact experimental designs with correlated errors through a simulated annealing algorithm

Cites Work

• Unnamed Item
• Optimum balanced block and Latin square designs for correlated observations
• A general approach to optimal control of a regression experiment
• Robustness of design against autocorrelation in time I: Asymptotic theory, optimality for location and linear regression
• Optimal input signals for parameter estimation in dynamic systems--Survey and new results
• Experimental design in the presence of autocorrelated errors
• Robustness of Design Against Autocorrelation in Time II: Optimality, Theoretical and Numerical Results for the First-Order Autoregressive Process
• Designs for Regression Problems with Correlated Errors
• Designs for Regression Problems With Correlated Errors: Many Parameters

This page was built for publication: Exact designs for regression models with correlated errors