Asymptotic optimality of regular sequence designs
Asymptotic optimality of regular sequence designs
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DOI：
10.1214/aos/1069362311
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发表时间：
1996-10-01
影响因子：
4.5
通讯作者：
Ritter, K
中科院分区：
文献类型：
--
作者：
Ritter, K
We study linear estimators for the weighted integral of a stochastic process. The process may only be observed on a finite sampling design. The error is defined in a mean square sense, and the process is assumed to satisfy Sacks-Ylvisaker regularity conditions of order r is an element of N-0. We show that sampling at the quantiles of a particular density already yields asymptotically optimal estimators. Hereby we extend the results of Sacks and Ylvisaker for regularity r = 0 or 1, and we confirm a conjecture by Eubank, Smith and Smith.
