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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
ArXiv (abs)PDFHTML

Papers citing "On the smallest eigenvalues of covariance matrices of multivariate spatial processes"

2 / 2 papers shown
Title
Asymptotic properties of multivariate tapering for estimation and prediction
Asymptotic properties of multivariate tapering for estimation and prediction
Reinhard Furrer
François Bachoc
Juan Du
115
34
0
05 Jun 2015
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
111
56
0
18 Jan 2013

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