An algorithm for the computation of optimum designs under a given covariance structure
type: Item
instance of: scholarly article
title: An algorithm for the computation of optimum designs under a given covariance structure
zbMATH Open document ID: 0933.62065
author: Werner G. Müller
author: Andrej Pázman
published in: Computational Statistics
publication date: 2000-03-01T00:00:00Z
review text: The authors present a first order iterative design optimization algorithm based on the notion of extended information matrices which is applicable when the observations are correlated, with a given covariance structure, and there are restrictions on the number of observations. To avoid nonoptimal solutions a certain heuristic is introduced; its usefulness is demonstrated by some typical examples from the literature.
Mathematics Subject Classification ID: 62K05
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1408663
zbMATH Keywords: regression experiments
zbMATH Keywords: correlated observations
zbMATH Keywords: iterative algorithm
zbMATH Keywords: extended information matrices
MaRDI profile type: Publication
full work available at URL: s001800050013
OpenAlex ID: W2009613110
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DOI: 10.1007/S001800050013
description: scientific article; zbMATH DE number 1408663