D-optimal designs for correlated random vectors
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Publication:951077
DOI10.1016/J.JSPI.2008.03.012zbMATH Open1147.62062OpenAlexW1980924779MaRDI QIDQ951077FDOQ951077
Authors: Joe Masaro, Chi Song Wong 
Publication date: 29 October 2008
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.012
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correlationdeterminantHadamard matrixweighted least squares estimatorchemical balancerandomized effect
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Cited In (15)
- E-optimal and highly E-efficient designs with (mod 4) correlated observations
- Regular E-optimal spring balance weighing designs with correlated errors
- Necessary and sufficient conditions in the problem of D-optimal weighing designs with autocorrelated errors
- Uniquely E-optimal designs with \(n \equiv 2 \pmod{4}\) correlated observations
- Properties of a covariance matrix with an application to D-optimal design
- Robust designs for serially correlated observations
- New designs for signal sets with low cross correlation, balance property, and large linear span: GF(p) case
- A note on D-optimal chemical balance weighing designs with autocorrelated observations
- Title not available (Why is that?)
- Recent developments in D-optimal designs
- D-optimal designs for mixture experiments with various correlation structures
- Robustness of \(A\)-optimal designs
- Robustness of optimal designs for correlated random variables
- On D-optimal designs for linear models under correlated observations with an application to a linear model with multiple response
- Marginally restricted D-optimal designs for correlated observations
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