Full entry |
PDF
(0.6 MB)
Feedback

optimal design; correlated observations; random field; spatial statistics; information matrix

References:

[1] Apt M., Welch W. J.: **Fisher information and maximum likelihood estimation of covariance parameters in Gaussian stochastic processes**. Canad. J. Statist. 26 (1998), 127–137 MR 1624393

[2] Brimkulov U. N., Krug G. K., Savanov V. L.: **Design of Experiments in Investigating Random Fields and Processes**. Nauka, Moscow 1986

[3] Brown L. D.: **Fundamentals of Statistical Exponential Families with Applications in Statistical Decision Theory**. (Vol. 9 of Institute of Mathematical Statistics Lecture Notes – Monograph Series.) Institute of Mathematical Statistics, Hayward 1986 MR 0882001 | Zbl 0685.62002

[4] Cresie N. A. C.: **Statistics for Spatial Data**. Wiley, New York 1993 MR 1239641

[5] Gauchi J. P., Pázman A.: **Design in nonlinear regression by stochastic minimization of functionals of the mean square error matrix**. J. Statist. Plann. Inference 136 (2006), 1135–1152 MR 2181993

[6] Harman R.: **Minimal efficiency of designs under the class of orthogonally invariant information criteria**. Metrika 60 (2004), 137–153 MR 2088736 | Zbl 1079.62072

[7] Müller W. G., Pázman A.: **An algorithm for computation of optimum designs under a given covariance structure**. Comput. Statist. 14 (1999), 197–211 MR 1712010

[8] Pázman A.: **Probability distribution of the multivariate nonlinear least squares estimates**. Kybernetika 20 (1984), 209–230 MR 0763647

[9] Pázman A.: **Nonlinear Statistical Models**. Kluwer, Dordrecht – Boston 1993 Zbl 0808.62058

[10] Pázman A.: **Correlated Optimum Design with Parametrized Covariance Function: Justification of the Use of the Fisher Information Matrix and of the Method of Virtual Noise**. Research Report No. 5, Institut für Statistik, WU Wien, Vienna 2004

[11] Pázman A., Pronzato L.: **Nonlinear experimental design based on the distribution of estimators**. J. Statist. Plann. Inference 33 (1992), 385–402 MR 1200655 | Zbl 0772.62042

[13] Sacks J., Welch W. J., Mitchell T. J., Wynn H. P.: **Design and analysis of computer experiments**. Statist. Sci. 4 (1989), 409–435 MR 1041765 | Zbl 0955.62619

[14] Spivak M.: **Calculus on Manifolds**. W. A. Benjamin, Inc., Menlo Park, Calif. 1965 MR 0209411 | Zbl 0381.58003

[15] Uciński D., Atkinson A. C.: **Experimental design for time-dependent models with correlated observations**. Stud. Nonlinear Dynamics & Econometrics 8 (2004), Issue 2, Article 13 Zbl 1082.62514