Title	Optimal design in regression models with correlated observations: an overview
Creator	Zhigljavsky, Anatoly
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2017-08-10T10:46
Description	We consider the problem of construction of optimal experimental designs for linear regression models with correlated observations. In the first part of the talk, we assume that the ordinary least square estimator is used. The approach of Bickel-Herzberg is reviewed and several generalization of this approach are discussed. Then we consider the problem of construction of BLUE and some of its discrete approximations. In this case, the problem of construction of asymptotically optimal experimental designs is much more evolved. The celebrated Sacks-Ylvisaker approach is reviewed and several approximate methods of construction of optimal estimators and designs are discussed. (Jjoint work with Holger Dette and Andrey Pepelyshev.)
Extent	45 minutes
Subject	Mathematics; Statistics
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Cardiff University
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2018-02-07
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0363435
URI	http://hdl.handle.net/2429/64572
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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Optimal design in regression models with correlated observations: an overview Zhigljavsky, Anatoly

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