On fixed-domain asymptotics and covariance tapering in Gaussian random field models

From MaRDI portal
Publication:1952185


DOI10.1214/11-EJS607zbMath1274.62643MaRDI QIDQ1952185

Wei-Liem Loh, Daqing Wang

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1302784855


62M40: Random fields; image analysis

62E20: Asymptotic distribution theory in statistics

62G15: Nonparametric tolerance and confidence regions


Related Items

Finite Element Representations of Gaussian Processes: Balancing Numerical and Statistical Accuracy, Space-Time Estimation and Prediction under Infill Asymptotics with Compactly Supported Covariance Functions, Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics, Linear-Cost Covariance Functions for Gaussian Random Fields, Unifying compactly supported and Matérn covariance functions in spatial statistics, Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance estimating functions for fitting Matérn models. I: Densely sampled processes, Asymptotic properties of multivariate tapering for estimation and prediction, Covariance tapering for prediction of large spatial data sets in transformed random fields, Tail estimation of the spectral density for a stationary Gaussian random field, Asymptotic theory of generalized information criterion for geostatistical regression model selection, On the limiting behaviour of needlets polyspectra, Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields, On the consistency of inversion-free parameter estimation for Gaussian random fields, A multi-resolution approximation via linear projection for large spatial datasets, Peakedness and convex ordering for elliptically contoured random fields, Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics, Needlet-Whittle estimates on the unit sphere, Local inversion-free estimation of spatial Gaussian processes, On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions, On the inference of applying Gaussian process modeling to a deterministic function, Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model, Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes, A case study competition among methods for analyzing large spatial data, Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid, Maximum likelihood estimation for Gaussian processes under inequality constraints, Estimation and prediction of Gaussian processes using generalized Cauchy covariance model under fixed domain asymptotics, Cross-validation estimation of covariance parameters under fixed-domain asymptotics, Stochastic approximation of score functions for Gaussian processes, Gaussian semiparametric estimates on the unit sphere


Uses Software


Cites Work