Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
From MaRDI portal
(Redirected from Publication:753373)
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
Recommendations
- Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces
- Asymptotically efficient prediction of a random field with a missspecified covariance function
- A simple condition for asymptotic optimality of linear predictions of random fields
- Bounds on the efficiency of linear predictions using an incorrect covariance function
- Publication:4865107
Cited in
(41)- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
- 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
- Tail estimation of the spectral density for a stationary Gaussian random field
- Random fields on Hilbert spaces with their equivalent Gaussian measures
- Backfitting in smoothing spline ANOVA
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes
- Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs
- Maximum likelihood estimation of cloud height from multi-angle satellite imagery
- Maximum likelihood estimation for Gaussian processes under inequality constraints
- Asymptotic properties of multivariate tapering for estimation and prediction
- Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces
- Compatibility of space-time kernels with full, dynamical, or compact support
- Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
- 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
- A structure-preserving kernel method for learning Hamiltonian systems
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
- Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes
- 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
- Fixed-domain asymptotics under Vecchia's approximation of spatial process likelihoods
- 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
- Asymptotically efficient prediction of a random field with a missspecified covariance function
- Composite likelihood estimation for a Gaussian process under fixed domain asymptotics
- Uniform error bounds of Kriging interpolants of Gaussian random fields on metric spaces
- On information about covariance parameters in Gaussian Matérn random fields
- Asymptotically equivalent prediction in multivariate geostatistics
- 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
This page was built for publication: Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q753373)
