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Optimality and efficiency of circular neighbor balanced designs for correlated observations. (English) Zbl 1062.62136
Summary: The purpose of this paper is to apply the J. Kunert and R. J. Martin’s method [Ann. Stat. 28, No. 6, 1728–1742 (2000; Zbl 1103.62358)] for finding optimal designs into the case of dependence. Using this method we study optimality of circular neighbor balanced designs at distances 1 and 2 under the one-dimensional interference model with errors correlated according to a circular autoregressive process. We determine the efficiency of binary designs for specified values of correlation coefficients, for which these designs are not optimal.

62K05 Optimal statistical designs
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
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