In the regression design problem with observations which are second order processes the estimation of the mean function involves function space valued random variables. The best unbiased linear estimator of the mean function is found and an exact analogue of the Kiefer-Wolfowitz theorem in design theory is proved.
Publié le : 1979-11-14
Classification:
Stochastic process,
kernel Hilbert space,
function space-valued estimators,
$D$-optimum designs,
minimax designs,
62J05,
62K05,
62M99
@article{1176344850,
author = {Spruill, M. C. and Studden, W. J.},
title = {A Kiefer-Wolfowitz Theorem in a Stochastic Process Setting},
journal = {Ann. Statist.},
volume = {7},
number = {1},
year = {1979},
pages = { 1329-1332},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344850}
}
Spruill, M. C.; Studden, W. J. A Kiefer-Wolfowitz Theorem in a Stochastic Process Setting. Ann. Statist., Tome 7 (1979) no. 1, pp. 1329-1332. http://gdmltest.u-ga.fr/item/1176344850/