Cross-validation estimation of covariance parameters under fixed-domain asymptotics

DOI10.1016/j.jmva.2017.06.003zbMath1378.62096arXiv1610.02872OpenAlexW2530260342MaRDI QIDQ2401354

Agnès Lagnoux, François Bachoc, Thi Mong Ngoc Nguyen

Publication date: 8 September 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.02872

zbMATH Keywords

krigingasymptotic normalitystrong consistencycross validationspatial samplingfixed-domain asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40)

Related Items

Statistical Tests for Cross-Validation of Kriging Models ⋮ Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes ⋮ Properties and comparison of some kriging sub-model aggregation methods ⋮ Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation ⋮ Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes ⋮ Parameter Selection in Gaussian Process Interpolation: An Empirical Study of Selection Criteria ⋮ Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions ⋮ Composite likelihood estimation for a Gaussian process under fixed domain asymptotics ⋮ Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation ⋮ Gaussian Process-Based Dimension Reduction for Goal-Oriented Sequential Design ⋮ Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs

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