Optimal prediction designs in finite discrete spectrum linear regression models

DOI10.1007/S00184-009-0253-4MaRDI QIDQ604646zbMATH OpenOpenAlexFDO

Authors Radoslav Harman, František Štulajter

Publication date 12 November 2010

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-009-0253-4

zbMATH Keywords

mean square errorcorrelated observationsbest linear unbiased predictor\(c\)-optimalityrandom coefficients regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Eigenvalues, singular values, and eigenvectors (15A18)

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• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Elfving's method for \(m\)-dimensional models.
• Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process
• Estimation of variances in orthogonal finite discrete spectrum linear regression models
• Exact optimal designs for weighted least squares analysis with correlated errors
• Exactly optimal sampling designs for processes with a product covariance structure
• Mean squared error of empirical predictor.
• Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model
• Measures for designs in experiments with correlated errors

Cited in

(9)

• Optimal design for linear models with correlated observations
• Optimal designs for linear models with Fredholm-type errors
• `Nearly' universally optimal designs for models with correlated observations
• Optimal designs in regression with correlated errors
• Optimal designs for comparing regression models with correlated observations
• Optimal designs for comparing regression curves: dependence within and between groups
• D-optimal designs for mixture experiments with various correlation structures
• OPTIMAL DESIGNS FOR SERIES ESTIMATION IN NONPARAMETRIC REGRESSION WITH CORRELATED DATA
• Optimal designs for the prediction of mixed effects in linear mixed models

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