Spatial adaption for predicting random functions
Müller-Gronbach, Thomas ; Ritter, Klaus
Ann. Statist., Tome 26 (1998) no. 3, p. 2264-2288 / Harvested from Project Euclid
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We study integration and reconstruction of Gaussian random functions with inhomogeneous local smoothness. A single realization may only be observed at a finite sampling design and the correct local smoothness is unknown. We construct adaptive two-stage designs that lead to asymptotically optimal methods. We show that every nonadaptive design is less efficient.
Publié le : 1998-12-14
Classification:  Reconstruction,  integral estimation,  spatial adaption,  asymptotically optimal designs,  unknown smoothness,  nonparametric model,  62M20,  62L03,  60G15,  60G25 
@article{1024691470,
     author = {M\"uller-Gronbach, Thomas and Ritter, Klaus},
     title = {Spatial adaption for predicting random functions},
     journal = {Ann. Statist.},
     volume = {26},
     number = {3},
     year = {1998},
     pages = { 2264-2288},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1024691470}
}

Müller-Gronbach, Thomas; Ritter, Klaus. Spatial adaption for predicting random functions. Ann. Statist., Tome 26 (1998) no. 3, pp.  2264-2288. http://gdmltest.u-ga.fr/item/1024691470/