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Optimal Design for Multivariate Models with Correlated Observations

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mODa 10 – Advances in Model-Oriented Design and Analysis

Part of the book series: Contributions to Statistics ((CONTRIB.STAT.))

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Abstract

The methodology proposed in Zhigljavsky et al. (J. Am. Stat. Assoc. 105:1093–1103, 2010) is studied in the case of multivariate models with correlated observations. A numerical procedure for constructing asymptotically optimal and exact designs is proposed. It is shown that exact n-point designs generated from these asymptotic designs for any desired n have very good efficiency. The performance of the procedure is illustrated in the case of spatial models.

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Acknowledgements

The work was partly supported by the Russian Foundation of Basic Research, project 12-01-00747.

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Authors and Affiliations

  1. Faculty of Mathematics, St. Petersburg State University, Universitetsky pr. 28, St. Petersburg, 198504, Russia

    Andrey Pepelyshev

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  1. Andrey Pepelyshev
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Correspondence to Andrey Pepelyshev .

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Editors and Affiliations

  1. University of Zielona Góra, Podgorna 50, Zielona Góra, 65-246, Poland

    Dariusz Ucinski

  2. London School of Economics, Houghton Street, London, WC2A 2AE, United Kingdom

    Anthony C. Atkinson

  3. University of Zielona Góra, Podgorna 50, Zielona Góra, 65-246, Poland

    Maciej Patan

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Pepelyshev, A. (2013). Optimal Design for Multivariate Models with Correlated Observations. In: Ucinski, D., Atkinson, A., Patan, M. (eds) mODa 10 – Advances in Model-Oriented Design and Analysis. Contributions to Statistics. Springer, Heidelberg. https://doi.org/10.1007/978-3-319-00218-7_24

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