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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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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DOI: https://doi.org/10.1007/978-3-319-00218-7_24
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