Asymptotic properties of multivariate tapering for estimation and prediction

5 June 2015

Papers citing "Asymptotic properties of multivariate tapering for estimation and prediction"

11 / 11 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 Emily C. Hector Amanda Lenzi 434 1 0 31 Dec 2024
Bounds in $L^1$ Wasserstein distance on the normal approximation of general M-estimators François Bachoc M. Fathi 41 0 0 18 Nov 2021
Asymptotic analysis of maximum likelihood estimation of covariance parameters for Gaussian processes: an introduction with proofs François Bachoc 54 13 0 15 Sep 2020
Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes François Bachoc José Bétancourt Reinhard Furrer T. Klein 50 12 0 25 Nov 2019
Spatial Blind Source Separation François Bachoc M. Genton K. Nordhausen A. Ruiz-Gazen Joni Virta 107 26 0 21 Dec 2018
Modeling Temporally Evolving and Spatially Globally Dependent Data Emilio Porcu Alfredo Alegría Reinhard Furrer 33 82 0 28 Jun 2017
A Gaussian Process Regression Model for Distribution Inputs François Bachoc Fabrice Gamboa Jean-Michel Loubes N. Venet 96 53 0 31 Jan 2017
Cross-validation estimation of covariance parameters under fixed-domain asymptotics François Bachoc A. Lagnoux Thi Mong Ngoc Nguyen 85 22 0 10 Oct 2016
Estimation and Prediction using generalized Wendland Covariance Functions under fixed domain asymptotics M. Bevilacqua Tarik Faouzi Reinhard Furrer Emilio Porcu 134 75 0 23 Jul 2016
On the smallest eigenvalues of covariance matrices of multivariate spatial processes François Bachoc Reinhard Furrer 96 14 0 09 Feb 2016
Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case François Bachoc 118 31 0 05 Dec 2014