Ela Properties of a Covariance Matrix with an Application to D-optimal Design∗
نویسندگان
چکیده
In this paper, a covariance matrix of circulant correlation, R, is studied. A pattern of entries in R−1 independent of the value ρ of the correlation coefficient is proved based on a recursive relation among the entries of R−1. The D-optimal design for simple linear regression with circulantly correlated observations on [a, b] (a < b) is obtained if even observations are taken and the correlation coefficient is between 0 and 0.5.
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