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Asymptotic properties of multivariate tapering for estimation and prediction

Asymptotic properties of multivariate tapering for estimation and prediction

Reinhard Furrer
François Bachoc
Juan Du
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Papers citing "Asymptotic properties of multivariate tapering for estimation and prediction"

6 / 6 papers shown
Title
When the whole is greater than the sum of its parts: Scaling black-box inference to large data settings through divide-and-conquer
When the whole is greater than the sum of its parts: Scaling black-box inference to large data settings through divide-and-conquer
Emily C. Hector
Amanda Lenzi
171
1
0
31 Dec 2024
Cross-validation estimation of covariance parameters under fixed-domain asymptotics
Cross-validation estimation of covariance parameters under fixed-domain asymptotics
François Bachoc
A. Lagnoux
Thi Mong Ngoc Nguyen
28
22
0
10 Oct 2016
On the smallest eigenvalues of covariance matrices of multivariate spatial processes
On the smallest eigenvalues of covariance matrices of multivariate spatial processes
François Bachoc
Reinhard Furrer
44
14
0
09 Feb 2016
Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case
Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case
François Bachoc
47
31
0
05 Dec 2014
Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
François Bachoc
65
57
0
18 Jan 2013
Fixed-domain asymptotic properties of tapered maximum likelihood estimators
Fixed-domain asymptotic properties of tapered maximum likelihood estimators
Juan Du
Hao Zhang
V. Mandrekar
80
146
0
02 Sep 2009