Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion

DOI10.1080/02331889708802532zbMath0842.62063OpenAlexW2004388594MaRDI QIDQ4878156

Thomas Müller-Gronbach

Publication date: 4 August 1996

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802532

zbMATH Keywords

approximationssufficient conditionsasymptotic optimalityreproducing kernel Hilbert spacemean functioncovariance functionsjump functionmaximum mean squared errorproduct typeexistence of optimal designsSacks/Ylvisaker regularity conditions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Optimal statistical designs (62K05) Inference from stochastic processes (62M99)

Related Items

Asymptotically optimal weighted numerical integration ⋮ Exactly optimal sampling designs for processes with a product covariance structure ⋮ Uniform reconstruction of Gaussian processes ⋮ Hyperbolic cross designs for approximation of random fields

Cites Work

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