Pages that link to "Item:Q2401354"
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The following pages link to Cross-validation estimation of covariance parameters under fixed-domain asymptotics (Q2401354):
Displaying 11 items.
- Composite likelihood estimation for a Gaussian process under fixed domain asymptotics (Q2008225) (← links)
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes (Q2180085) (← links)
- Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes (Q2189098) (← links)
- Properties and comparison of some kriging sub-model aggregation methods (Q2676512) (← links)
- Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation (Q4956916) (← links)
- Gaussian Process-Based Dimension Reduction for Goal-Oriented Sequential Design (Q4960979) (← links)
- Statistical Tests for Cross-Validation of Kriging Models (Q5084672) (← links)
- Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions (Q5119635) (← links)
- Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs (Q5871001) (← links)
- Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation (Q6062242) (← links)
- Parameter Selection in Gaussian Process Interpolation: An Empirical Study of Selection Criteria (Q6188695) (← links)
