Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
DOI10.1214/AOS/1176347629zbMATH Open0716.62099OpenAlexW2029907727MaRDI QIDQ753373FDOQ753373
Authors: 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
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- Publication:4865107
rate of convergencespatial statisticskrigingGaussian 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
Inference from spatial processes (62M30) Random fields; image analysis (62M40) Inference from stochastic processes and prediction (62M20) Rate of convergence, degree of approximation (41A25)
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- Asymptotic properties of multivariate tapering for estimation and prediction
- A comparison of sampling grids, cut-off distance and type of residuals in parametric variogram estimation
- An application of the theory of equivalence of Gaussian measures to a prediction problem
- Hyperbolic cross designs for approximation of random fields
- A dynamic nonstationary spatio-temporal model for short term prediction of precipitation
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
- Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes
- Fixed-domain asymptotics under Vecchia's approximation of spatial process likelihoods
- 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
- The screening effect in kriging
- Cross-validation estimation of covariance parameters under fixed-domain asymptotics
- Issues in the optimal design of computer simulation experiments
- Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification
- Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
- Fixed-domain asymptotic properties of tapered maximum likelihood estimators
- Composite likelihood estimation for a Gaussian process under fixed domain asymptotics
- Asymptotically efficient prediction of a random field with a missspecified covariance function
- 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
- Unifying compactly supported and Matérn covariance functions in spatial statistics
- Equivalence of Gaussian measures for some nonstationary random fields
- A simple condition for asymptotic optimality of linear predictions of random fields
- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
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