Institut für Statistik und Mathematik, WU Vienna University of Economics and Business
Abstract
In this paper we consider optimum design of experiments for correlated observations. We approximate the error component of the process by an eigenvector expansion of the corresponding covariance function. Furthermore we study the limit behavior of an additional white noise as a regularization tool. The approach is illustrated by some typical examples. (authors' abstract)Series: Research Report Series / Department of Statistics and Mathematic
