A simple condition for asymptotic optimality of linear predictions of random fields
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Publication:689535
DOI10.1016/0167-7152(93)90261-GzbMATH Open0779.62093OpenAlexW1972767376MaRDI QIDQ689535FDOQ689535
Authors: Michael L. Stein 
Publication date: 12 December 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(93)90261-g
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kriginginfill asymptoticsasymptotic optimalitystationary random fieldbounded regionequivalence of Gaussian measuresincorrect spectral densitylinear predictions
Cites Work
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- Analysing Data from Hormone-Receptor Assays
- Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
- Title not available (Why is that?)
- Bounds on the efficiency of linear predictions using an incorrect covariance function
- On Absolute Continuity of Measures Corresponding to Homogeneous Gaussian Fields
- Projection with the wrong Inner Product and its Application to Regression with Correlated Errors and Linear Filtering of Time Series
Cited In (23)
- Estimation and prediction of Gaussian processes using generalized Cauchy covariance model under fixed domain asymptotics
- Fixed-Domain Posterior Contraction Rates for Spatial Gaussian Process Model with Nugget
- On Prediction Properties of Kriging: Uniform Error Bounds and Robustness
- Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces
- Title not available (Why is that?)
- Space-Time Estimation and Prediction under Infill Asymptotics with Compactly Supported Covariance Functions
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
- Predicting integrals of random fields using observations on a lattice
- Predicting random fields with increasing dense observations
- Equivalence and orthogonality of Gaussian measures on spheres
- Efficiency of linear predictors for periodic processes using an incorrect covariance function
- On the consistent separation of scale and variance for Gaussian random fields
- Optimal linear estimators of the unknown mean of a random field observed on a cross
- Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
- Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators
- Asymptotically efficient prediction of a random field with a missspecified covariance function
- On linear prediction for stationary random fields with nonsymmetrical half-plane past
- Covariance tapering for prediction of large spatial data sets in transformed random fields
- Asymptotically equivalent prediction in multivariate geostatistics
- On information about covariance parameters in Gaussian Matérn random fields
- Finite Element Representations of Gaussian Processes: Balancing Numerical and Statistical Accuracy
- Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems
- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
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