Geodesic
Properties of a covariance matrix with an application to $D$-optimal design
The electronic journal of linear algebra, Tome 10 (2003), pp. 65-76.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: A covariance matrix of circulant correlation, $R$, is studied. A pattern of entries in $R^{-1}$ independent of the value $\rho$ of the correlation coefficient is proved based on a recursive relation among the entries of $R^{-1}$. The D-optimal design for simple linear regression with circulantly correlated observations on $[a,b]$ $(a$ is obtained if even observations are taken and the correlation coefficient is between 0 and 0.5.
Classification : 62K05, 15A29
Keywords: D-optimality, covariance matrix, circulant correlation 
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     title = {Properties of a covariance matrix with an application to $D$-optimal design},
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Zhu, Zewen; Coster, Daniel C.; Beasley, Leroy B. Properties of a covariance matrix with an application to $D$-optimal design. The electronic journal of linear algebra, Tome 10 (2003), pp. 65-76. http://geodesic.mathdoc.fr/item/ELA_2003__10__a19/