Criteria for optimal design of small-sample experiments with correlated observations

@article{Pzman2007CriteriaFO,
  title={Criteria for optimal design of small-sample experiments with correlated observations},
  author={Andrej P{\'a}zman},
  journal={Kybernetika},
  year={2007},
  volume={43},
  pages={453-462}
}
We consider observations of a random process (or a random field), which is modeled by a nonlinear regression with a parametrized mean (or trend) and a parametrized covariance function. Optimality criteria for parameter estimation are to be based here on the mean square errors (MSE) of estimators. We mention briefly expressions obtained for very small samples via probability densities of estimators. Then we show that an approximation of MSE via Fisher information matrix is possible, even for… CONTINUE READING