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Asymptotic optimal designs under long-range dependence error structure

Dette, Holger, Leonenko, Nikolai N. ORCID:, Pepelyshev, Andrey ORCID: and Zhigljavsky, Anatoly Alexandrovich ORCID: 2009. Asymptotic optimal designs under long-range dependence error structure. Bernoulli 15 (4) , pp. 1036-1056. 10.3150/09-BEJ185

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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.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Uncontrolled Keywords: asymptotic optimal designs; linear regression; long-range dependence
Publisher: Bernoulli Society for Mathematical Statistics and Probability
ISSN: 1350-7265
Last Modified: 05 May 2023 22:54

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