Abstract
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.
Citation
Klaus Ritter. Grzegorz W. Wasilkowski. Henryk Wozniakowski. "Multivariate Integration and Approximation for Random Fields Satisfying Sacks-Ylvisaker Conditions." Ann. Appl. Probab. 5 (2) 518 - 540, May, 1995. https://doi.org/10.1214/aoap/1177004776
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