Properties of a covariance matrix with an application to D-optimal design

DOI10.13001/1081-3810.1097zbMath1014.62090OpenAlexW2120385250MaRDI QIDQ4706993

Daniel C. Coster, Zewen Zhu, Leroy B. Beasley

Publication date: 23 July 2003

Published in: The Electronic Journal of Linear Algebra (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122720

zbMATH Keywords

simple linear regressioncirculant correlation

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Inverse problems in linear algebra (15A29)

Related Items (5)

Universal optimal block designs under hub correlation structure ⋮ D-optimal designs for mixture experiments with various correlation structures ⋮ Universally optimal designs for three interference models under circulant correlation ⋮ Construction of weak universal optimal block designs with various correlation structures and block sizes ⋮ Optimality of circular equineighbored block designs under correlated observations

This page was built for publication: Properties of a covariance matrix with an application to D-optimal design