Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion
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Publication:4878156
DOI10.1080/02331889708802532zbMath0842.62063MaRDI QIDQ4878156
Publication date: 4 August 1996
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889708802532
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
62M20: Inference from stochastic processes and prediction
62K05: Optimal statistical designs
62M99: Inference from stochastic processes
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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
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