On optimal spatial subsample size for variance estimation
نویسندگان
چکیده
منابع مشابه
On optimal spatial subsample size for variance estimation
In this paper, we consider the problem of determining the optimal block size for a spatial subsampling method for spatial processes observed on regular grids. We derive expansions for the mean square error of the subsampling variance estimator, which yields an expression for the theoretical optimal block size. The theoretical optimal block size is shown to depend in an intricate way on the geom...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2004
ISSN: 0090-5364
DOI: 10.1214/009053604000000779