ASYMPTOTICALLY EFFICIENT PREDICTION OF A RANDOM FIELD WITH A MISSPECIFIED COVARIANCE FUNCTION

被引:92
作者
STEIN, ML
机构
关键词
D O I
10.1214/aos/1176350690
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:55 / 63
页数:9
相关论文
共 17 条
[11]   MAXIMUM-LIKELIHOOD ESTIMATION OF MODELS FOR RESIDUAL COVARIANCE IN SPATIAL REGRESSION [J].
MARDIA, KV ;
MARSHALL, RJ .
BIOMETRIKA, 1984, 71 (01) :135-146
[12]   MINIMUM NORM QUADRATIC ESTIMATION OF COMPONENTS OF SPATIAL COVARIANCE [J].
MARSHALL, RJ ;
MARDIA, KV .
JOURNAL OF THE INTERNATIONAL ASSOCIATION FOR MATHEMATICAL GEOLOGY, 1985, 17 (05) :517-525
[13]  
Skorokhod A.V., 1973, THEOR PROBAB APPL+, V18, P27
[14]   MINIMUM NORM QUADRATIC ESTIMATION OF SPATIAL VARIOGRAMS [J].
STEIN, ML .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1987, 82 (399) :765-772
[15]   CONSISTENT NONPARAMETRIC REGRESSION [J].
STONE, CJ ;
BICKEL, PJ ;
BREIMAN, L ;
BRILLINGER, DR ;
BRUNK, HD ;
PIERCE, DA ;
CHERNOFF, H ;
COVER, TM ;
COX, DR ;
EDDY, WF ;
HAMPEL, F ;
OLSHEN, RA ;
PARZEN, E ;
ROSENBLATT, M ;
SACKS, J ;
WAHBA, G .
ANNALS OF STATISTICS, 1977, 5 (04) :595-645
[16]  
Wiener N., 1949, EXTRAPOLATION INTERP
[17]   A COMPARISON OF KRIGING WITH NONPARAMETRIC REGRESSION METHODS [J].
YAKOWITZ, SJ ;
SZIDAROVSZKY, F .
JOURNAL OF MULTIVARIATE ANALYSIS, 1985, 16 (01) :21-53