Asymptotic optimal designs under long-range dependence error structure
Dette, Holger ; Leonenko, Nikolai ; Pepelyshev, Andrey ; Zhigljavsky, Anatoly
Bernoulli, Tome 15 (2009) no. 1, p. 1036-1056 / Harvested from Project Euclid
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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.
Publié le : 2009-11-15
Classification:  asymptotic optimal designs,  linear regression,  long-range dependence 
@article{1262962225,
     author = {Dette, Holger and Leonenko, Nikolai and Pepelyshev, Andrey and Zhigljavsky, Anatoly},
     title = {Asymptotic optimal designs under long-range dependence error structure},
     journal = {Bernoulli},
     volume = {15},
     number = {1},
     year = {2009},
     pages = { 1036-1056},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1262962225}
}

Dette, Holger; Leonenko, Nikolai; Pepelyshev, Andrey; Zhigljavsky, Anatoly. Asymptotic optimal designs under long-range dependence error structure. Bernoulli, Tome 15 (2009) no. 1, pp.  1036-1056. http://gdmltest.u-ga.fr/item/1262962225/