Designs for Regression Problems with Correlated Errors
نویسندگان
چکیده
منابع مشابه
Optimal designs in regression with correlated errors.
This paper discusses the problem of determining optimal designs for regression models, when the observations are dependent and taken on an interval. A complete solution of this challenging optimal design problem is given for a broad class of regression models and covariance kernels. We propose a class of estimators which are only slightly more complicated than the ordinary least-squares estimat...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1966
ISSN: 0003-4851
DOI: 10.1214/aoms/1177699599