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November, 1979 A Kiefer-Wolfowitz Theorem in a Stochastic Process Setting
M. C. Spruill, W. J. Studden
Ann. Statist. 7(6): 1329-1332 (November, 1979). DOI: 10.1214/aos/1176344850

Abstract

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.

Citation

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M. C. Spruill. W. J. Studden. "A Kiefer-Wolfowitz Theorem in a Stochastic Process Setting." Ann. Statist. 7 (6) 1329 - 1332, November, 1979. https://doi.org/10.1214/aos/1176344850

Information

Published: November, 1979
First available in Project Euclid: 12 April 2007

zbMATH: 0418.62046
MathSciNet: MR550154
Digital Object Identifier: 10.1214/aos/1176344850

Subjects:
Primary: 62J05
Secondary: 62K05 , 62M99

Keywords: $D$-optimum designs , function space-valued estimators , kernel Hilbert space , minimax designs , stochastic process

Rights: Copyright © 1979 Institute of Mathematical Statistics

Vol.7 • No. 6 • November, 1979
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