Locally lattice sampling designs for isotropic random fields
Stein, Michael L.
Ann. Statist., Tome 23 (1995) no. 6, p. 1991-2012 / Harvested from Project Euclid
For predicting $\int_G v(x)Z(x)dx$, where v is a fixed known function and Z is a stationary random field, a good sampling fesign should have a greater density of observations where v is relatively large in absolute value. Designs using this idea when $G = [0, 1]$ have been studied for some time. For G a region in two dimensions, very little is known about the statistical properties of cubature rules based on designs with varying density. This work proposes a class of designs that are locally parallelogram lattices but whose densities can vary. The asymptotic variance of the cubature error for these designs is obtained for a class of isotropic random fields and an asymptotically optimal sequence of cubature rules within this class is found. I conjecture that this sequence of cubature rules is asymptotically optimal with respect to all cubature rules.
Publié le : 1995-12-14
Classification:  Cubature,  Epstein zeta-function,  regular variation,  spatial statistics,  62M40,  65D32
@article{1034713644,
     author = {Stein, Michael L.},
     title = {Locally lattice sampling designs for isotropic random fields},
     journal = {Ann. Statist.},
     volume = {23},
     number = {6},
     year = {1995},
     pages = { 1991-2012},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1034713644}
}
Stein, Michael L. Locally lattice sampling designs for isotropic random fields. Ann. Statist., Tome 23 (1995) no. 6, pp.  1991-2012. http://gdmltest.u-ga.fr/item/1034713644/