Robust designs for serially correlated observations

DOI10.1093/biomet/76.2.245zbMath0669.62067OpenAlexW2028387534MaRDI QIDQ3823016

Gregory M. Constantine

Publication date: 1989

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/76.2.245

zbMATH Keywords

linear approximationHadamard matrixserial correlationefficient designsgeneralized varianceweighing designstwo-level factorial designssign of the correlations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05) Factorial statistical designs (62K15)

Related Items

A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation ⋮ A Comparison of Three-Level Orthogonal Arrays in the Presence of Different Correlation Structures in Observations ⋮ Minimax regression designs for approximately linear models with autocorrelated errors ⋮ Construction of Neighbor-Balanced Designs in Linear Blocks ⋮ Minimax designs for approximately linear models with AR(1) errors ⋮ Some results on two-level factorial designs with dependent observations ⋮ Optimal exact experimental designs with correlated errors through a simulated annealing algorithm