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

DOI10.1080/02331889708802532zbMath0842.62063MaRDI 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

approximations; sufficient conditions; asymptotic optimality; reproducing kernel Hilbert space; mean function; covariance functions; jump function; maximum mean squared error; product type; existence of optimal designs; Sacks/Ylvisaker regularity conditions

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62K05: Optimal statistical designs

62M99: Inference from stochastic processes

Related Items

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

Cites Work

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