Fast computation of predictive scores under cross-validation for multivariate spatial models
From MaRDI portal
Publication:5269521
Recommendations
- Covariance Modeling for Multivariate Spatial Processes Based on Separable Approximations
- Improving the performance of predictive process modeling for large datasets
- Large spatial data modeling and analysis: a Krylov subspace approach
- Semiparametric estimation of cross‐covariance functions for multivariate random fields
- A Full Scale Approximation of Covariance Functions for Large Spatial Data Sets
This page was built for publication: Fast computation of predictive scores under cross-validation for multivariate spatial models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5269521)