ELA, Volume 10, pp. 65-76, April 2003, abstract.
Properties of a Covariance Matrix with an Application
to D-optimal Design
Zewen Zhu, Daniel C. Coster, and Leroy B. Beasley
In this paper, a covariance matrix of circulant correlation,
R, is studied. A pattern of entries in the inverse of R
independent of the value r of the correlation coefficient is
proved based on a recursive relation among the entries of the
inverse of R. The D-optimal design for simple linear regression
with circulantly correlated observations on [a, b] (a < b) is
obtained if even observations are taken and the correlation
coefficient is between 0 and 0.5.