Optimum and Minimax Exact Treatment Designs for One-Dimensional Autoregressive Error Processes
一维自回归误差过程下的最优与极小极大精确处理设计
A theory is developed following work by Williams (1952) and Kiefer (1960) for exact treatment designs in one dimension in which the errors are a stationary process. It is shown that the designs which achieve the minimax value of any of a wide class of functionals on the information matrix for estimation of treatment differences have a special property. If the process is autoregressive of order $p$ then a random piece of the design of length $p + 1$ exhibits uncorrelated…