Effective observation of random fields:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Leipzig
Teubner
1985
|
| Edition: | 1. Aufl. |
| Series: | Teubner-Texte zur Mathematik
72 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 184 S. |
Staff View
MARC
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Record in the Search Index
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|---|---|
| adam_text | CONTENTS
1. The Model 7
1.1 Practical motivations 7
1.2 Formulation of the model and a more detailed summry 10
2. Basic Results in linear Estimation Theory 14
2.1 The discrete observation case 14
2.2 The continuous observation case 16
2.3 The Wlener Hopf integral equation 21
3. Classical Experimental Design 27
3.1 Basic notions of experimental design in the
linear uncorrelated regression model 27
3.2 Whittle s equivalence theorem and iterative
procedures 32
3.3 Further examples for classical (or convex)
designing in the uncorrelated case 39
3.4 Sobs examples for classical designing in the
correlated case 42
4. Effective Observation Methods for Estimation of
Expectation 49
4.1 Introductory remarks and examples 49
4.2 Continuous designs and continuous BLUE 52
4.3 Theorem of Srenander 55
4.4 Application of Whittle 3 theorem 57
4.5 Iterative procedures 61
4.6 Approximative approach 64
5. Effective Observation Methods for Least Squares
Estimation 70
5.1 Why LSS some arguments 70
5.2 Breakdown of classical designing 71
5.3 Modified LSE and approximative approach 73
5.4 Discretization of continuous designs 79
6. Effective Observation Methods for the BLUE 33
6.1 Introductory remarks 83
6.2 Approximative approach for the continuous BLUE 85
6.3 The results of Sacks and Ylvisaker for random
processes 39
5
6.4 Some results for random fields 94
6.5 3xarrfc optimal designs 100
6.6 Iterative procedures 106
6.? Remarks on Whittle s theorem 111
7. Effective Observation Methods for Best Linear Prediction 114
7.1 Best linear prediction 114
7.2 Experimental design for linear prediction 119
7.3 Kriging 125
7.4 Experimental design for Kriging: Random sampling 129
8. BayeB Estimation 131
8*1 Linear Bayes estimation 131
8.2 Proper Bayes estimation 136
8.3 Experimental design for the linear Bayes estimator 137
9. On the Choice of the Experimental Region 139
5.1 Some theoretical results 139
9.2 Construction of V* 144
10. Unknown Covariance Function 150
10.1 Continuity arguments 150
10.2 Minimax and Bayes approach 152
10.3 Estimated covariance function 154
. Sffective Observation Methods for Other Types of
Handom Processes 156
11.1 likelihood, Fisher information, designing problems 156
11.2 Diffusion processes 159
11.3 Point processes 164
Appendix 167
References 172
Glossary 180
Index 183
6
|
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| discipline | Mathematik |
| edition | 1. Aufl. |
| format | Book |
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| id | DE-604.BV009221287 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:33:21Z |
| institution | BVB |
| language | English |
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| physical | 184 S. |
| publishDate | 1985 |
| publishDateSearch | 1985 |
| publishDateSort | 1985 |
| publisher | Teubner |
| record_format | marc |
| series | Teubner-Texte zur Mathematik |
| series2 | Teubner-Texte zur Mathematik |
| spelling | Näther, Wolfgang 1946- Verfasser (DE-588)109231015 aut Effective observation of random fields 1. Aufl. Leipzig Teubner 1985 184 S. txt rdacontent n rdamedia nc rdacarrier Teubner-Texte zur Mathematik 72 Estimation theory Experimental design Stochastic processes Versuchsplanung (DE-588)4078859-3 gnd rswk-swf Trendanalyse (DE-588)4192224-4 gnd rswk-swf Lineare Vorhersagetheorie (DE-588)4230946-3 gnd rswk-swf Trendanalyse (DE-588)4192224-4 s DE-604 Lineare Vorhersagetheorie (DE-588)4230946-3 s Versuchsplanung (DE-588)4078859-3 s Teubner-Texte zur Mathematik 72 (DE-604)BV000012607 72 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006130878&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Näther, Wolfgang 1946- Effective observation of random fields Teubner-Texte zur Mathematik Estimation theory Experimental design Stochastic processes Versuchsplanung (DE-588)4078859-3 gnd Trendanalyse (DE-588)4192224-4 gnd Lineare Vorhersagetheorie (DE-588)4230946-3 gnd |
| subject_GND | (DE-588)4078859-3 (DE-588)4192224-4 (DE-588)4230946-3 |
| title | Effective observation of random fields |
| title_auth | Effective observation of random fields |
| title_exact_search | Effective observation of random fields |
| title_full | Effective observation of random fields |
| title_fullStr | Effective observation of random fields |
| title_full_unstemmed | Effective observation of random fields |
| title_short | Effective observation of random fields |
| title_sort | effective observation of random fields |
| topic | Estimation theory Experimental design Stochastic processes Versuchsplanung (DE-588)4078859-3 gnd Trendanalyse (DE-588)4192224-4 gnd Lineare Vorhersagetheorie (DE-588)4230946-3 gnd |
| topic_facet | Estimation theory Experimental design Stochastic processes Versuchsplanung Trendanalyse Lineare Vorhersagetheorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006130878&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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