Resource title

Optimum design for correlated processes via eigenfunction expansions

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Resource description

In this paper we consider optimum design of experiments for correlated observations. We approximate the error component of the process by an eigenvector expansion of the corresponding covariance function. Furthermore we study the limit behavior of an additional white noise as a regularization tool. The approach is illustrated by some typical examples. (authors' abstract) ; Series: Research Report Series / Department of Statistics and Mathematics

Resource author

Valery V. Fedorov, Werner Müller

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Resource language

en

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application/pdf

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http://epub.wu.ac.at/622/1/document.pdf

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Adapt according to the license agreement. Always reference the original source and author.