MULTIVARIATE INTEGRATION AND APPROXIMATION FOR RANDOM FIELDS SATISFYING SACKS-YLVISAKER CONDITIONS

成果类型:
Article
署名作者:
Ritter, Klaus; Wasilkowski, Grzegorz W.; Wozniakowski, Henryk
署名单位:
University of Erlangen Nuremberg; University of Kentucky; Columbia University
刊物名称:
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN:
1050-5164
DOI:
10.1214/aoap/1177004776
发表日期:
1995
页码:
518-540
关键词:
摘要:
We present sharp bounds on the minimal errors of linear estimators for multivariate integration and L-2-approximation. This is done for a random field whose covariance kernel is a tensor product of one-dimensional kernels that satisfy the Sacks-Ylvisaker regularity conditions.
来源URL: