Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure

DOI10.1214/aos/1176347629zbMath0716.62099OpenAlexW2029907727MaRDI QIDQ753373

Michael L. Stein

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347629

zbMATH Keywords

krigingrate of convergencespatial statisticsGaussian measuresapproximation in Hilbert spacescompatibility condition on mean structureExplicit boundsincorrect second-order structurenecessary and sufficient condition for consistency of best linear unbiased predictorsspecified second-order structureuniform asymptotic optimality

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Rate of convergence, degree of approximation (41A25)

Related Items (33)

Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces ⋮ Equivalence of Gaussian measures for some nonstationary random fields ⋮ Asymptotic properties of multivariate tapering for estimation and prediction ⋮ Finite Element Representations of Gaussian Processes: Balancing Numerical and Statistical Accuracy ⋮ On the consistent separation of scale and variance for Gaussian random fields ⋮ Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes ⋮ Efficiency of linear predictors for periodic processes using an incorrect covariance function ⋮ Equivalence and orthogonality of Gaussian measures on spheres ⋮ Cross-validation estimation of covariance parameters under fixed-domain asymptotics ⋮ Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes ⋮ Tail estimation of the spectral density for a stationary Gaussian random field ⋮ Asymptotically equivalent prediction in multivariate geostatistics ⋮ Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes ⋮ A dynamic nonstationary spatio-temporal model for short term prediction of precipitation ⋮ On Prediction Properties of Kriging: Uniform Error Bounds and Robustness ⋮ Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics ⋮ A simple condition for asymptotic optimality of linear predictions of random fields ⋮ Unifying compactly supported and Matérn covariance functions in spatial statistics ⋮ Composite likelihood estimation for a Gaussian process under fixed domain asymptotics ⋮ Maximum likelihood estimation of cloud height from multi-angle satellite imagery ⋮ Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification ⋮ Issues in the optimal design of computer simulation experiments ⋮ Backfitting in smoothing spline ANOVA ⋮ Maximum likelihood estimation for Gaussian processes under inequality constraints ⋮ Estimation and prediction of Gaussian processes using generalized Cauchy covariance model under fixed domain asymptotics ⋮ Fixed-domain asymptotic properties of tapered maximum likelihood estimators ⋮ Predicting random fields with increasing dense observations ⋮ Hyperbolic cross designs for approximation of random fields ⋮ The screening effect in kriging ⋮ On information about covariance parameters in Gaussian Matérn random fields ⋮ A comparison of sampling grids, cut-off distance and type of residuals in parametric variogram estimation ⋮ Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs ⋮ Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model

This page was built for publication: Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure