Work

Asymptotic optimal designs under long-range dependence error structure

Year: 2009

Type: article

Abstract: We discuss the optimal design problem in regression models with long-range dependence error structure. Asymptotic optimal designs are derived and it is demonstrated that these designs depend only indirectly on the correlation function. Several examples are investigated to illustrate the theory. Finally, the optimal designs are compared with asymptotic optimal designs which were derived by Bickel and Herzberg [Ann. Statist. 7 (1979) 77–95] for regression models with short-range dependent error.

Source: Bernoulli

DOI: 10.3150/09-bej185

Authors: Holger Dette, Nikolai Leonenko, Andrey Pepelyshev, Anatoly Zhigljavsky

Institutions: Ruhr University Bochum, Cardiff University, St Petersburg University

Language: English

Topic: Optimal Experimental Design Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funders: Deutsche Forschungsgemeinschaft, Bundesministerium für Bildung und Forschung, National Institutes of Health, Engineering and Physical Sciences Research Council

Awards: G1056788683, G2994312516, G312878881, G9000200555