On the Optimality of Finite Williams II(a) Designs
Kunert, J. ; Martin, R. J.
Ann. Statist., Tome 15 (1987) no. 1, p. 1604-1628 / Harvested from Project Euclid
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In this paper, we consider the type II(a) designs of Williams. It was shown, essentially, by Kiefer that the type II(a) designs are asymptotically universally optimum for a first order autoregression with parameter $\lambda > 0$. We concentrate on the stationary first order autoregression with $\lambda > 0$ and the extra plot version of the II(a) designs. Our main results are that the design is $D$- and $A$-optimal then, but is not necessarily $E$-optimal when $\lambda$ is small.
Publié le : 1987-12-14
Classification:  Autoregression,  correlated errors,  experimental design,  optimal design,  $\varphi_p$-criteria,  62K05,  62K10,  62P10 
@article{1176350613,
     author = {Kunert, J. and Martin, R. J.},
     title = {On the Optimality of Finite Williams II(a) Designs},
     journal = {Ann. Statist.},
     volume = {15},
     number = {1},
     year = {1987},
     pages = { 1604-1628},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350613}
}

Kunert, J.; Martin, R. J. On the Optimality of Finite Williams II(a) Designs. Ann. Statist., Tome 15 (1987) no. 1, pp.  1604-1628. http://gdmltest.u-ga.fr/item/1176350613/