Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes

DOI10.1016/j.jmva.2013.11.015zbMath1280.62100arXiv1301.4321MaRDI QIDQ2637600

François Bachoc

Publication date: 13 February 2014

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

Full work available at URL: https://arxiv.org/abs/1301.4321

zbMATH Keywords

kriging; maximum likelihood; leave-one-out; uncertainty quantification; metamodel; increasing-domain asymptotics

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M30: Inference from spatial processes

62H12: Estimation in multivariate analysis

62M09: Non-Markovian processes: estimation

Related Items

Asymptotic properties of multivariate tapering for estimation and prediction, On the consistency of inversion-free parameter estimation for Gaussian random fields, Cross-validation estimation of covariance parameters under fixed-domain asymptotics

Uses Software

• spatial

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