Optimum designs when the observations are second-order processes

Carl Spruill and W. J. Studden

Journal of Multivariate Analysis, 1978, vol. 8, issue 2, 153-172

Abstract: Let the process {Y(x,t) : t [epsilon] T} be observable for each x in some compact set X. Assume that Y(x, t) = [theta]0f0(x)(t) + ... + [theta]kfk(x)(t) + N(t) where fi are continuous functions from X into the reproducing kernel Hilbert space H of the mean zero random process N. The optimum designs are characterized by an Elfving's theorem with the closed convex hull of the set {([phi], f(x))H : ||[phi] ||H

Keywords: Optimum; design; estimating; a; linear; form; stochastic; process; reproducing; kernel; Hilbert; space; extreme; points; Elfving's; theorem (search for similar items in EconPapers)
Date: 1978
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