On the smallest eigenvalues of covariance matrices of multivariate spatial processes

9 February 2016

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

8 / 8 papers shown

Title
Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations Reinhard Furrer Michael Hediger 36 3 0 23 Dec 2021
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 approximation of the likelihood of stationary determinantal point processes Arnaud Poinas F. Lavancier 21 5 0 03 Mar 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
High Dimensional Classification for Spatially Dependent Data with Application to Neuroimaging Yingjie Li Liangliang Zhang T. Maiti 16 1 0 03 May 2020
Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes François Bachoc José Bétancourt Reinhard Furrer T. Klein 53 12 0 25 Nov 2019
A Gaussian Process Regression Model for Distribution Inputs François Bachoc Fabrice Gamboa Jean-Michel Loubes N. Venet 98 53 0 31 Jan 2017
Asymptotic properties of multivariate tapering for estimation and prediction Reinhard Furrer François Bachoc Juan Du 145 34 0 05 Jun 2015