Geodesic
Information contained in design points of experiments with correlated observations
Kybernetika, Tome 46 (2010) no. 4, pp. 771-783.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

A random process (field) with given parametrized mean and covariance function is observed at a finite number of chosen design points. The information about its parameters is measured via the Fisher information matrix (for normally distributed observations) or using information functionals depending on that matrix. Conditions are stated, under which the contribution of one design point to this information is zero. Explicit expressions are obtained for the amount of information coming from a selected subset of a given design. Relations to some algorithms for optimum design of experiments in case of correlated observations are indicated.
Classification : 62B15, 62K05, 62M30
Keywords: optimal sampling design; spatial statistics; random process; nonlinear regression; information matrix 
@article{KYB_2010__46_4_a11,
     author = {P\'azman, Andrej},
     title = {Information contained in design points of experiments with correlated observations},
     journal = {Kybernetika},
     pages = {771--783},
     publisher = {mathdoc},
     volume = {46},
     number = {4},
     year = {2010},
     mrnumber = {2722100},
     zbl = {1201.62105},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2010__46_4_a11/}
}
TY  - JOUR
AU  - Pázman, Andrej
TI  - Information contained in design points of experiments with correlated observations
JO  - Kybernetika
PY  - 2010
SP  - 771
EP  - 783
VL  - 46
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/KYB_2010__46_4_a11/
LA  - en
ID  - KYB_2010__46_4_a11
ER  - 
%0 Journal Article
%A Pázman, Andrej
%T Information contained in design points of experiments with correlated observations
%J Kybernetika
%D 2010
%P 771-783
%V 46
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/KYB_2010__46_4_a11/
%G en
%F KYB_2010__46_4_a11
Pázman, Andrej. Information contained in design points of experiments with correlated observations. Kybernetika, Tome 46 (2010) no. 4, pp. 771-783. http://geodesic.mathdoc.fr/item/KYB_2010__46_4_a11/