Fixed-domain asymptotics of the maximum likelihood estimator and the Gaussian process approach for deterministic models
DOI10.1016/J.STAMET.2011.02.003zbMATH Open1215.62090OpenAlexW2076786511MaRDI QIDQ545143FDOQ545143
Authors: Andrey Pepelyshev 
Publication date: 22 June 2011
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2011.02.003
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Cites Work
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- Bayesian calibration of computer models. (With discussion)
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- Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
- Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
- Default priors for Gaussioan processes
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- A study on algorithms for optimization of Latin hypercubes
- Maximum likelihood estimation of parameters under a spatial sampling scheme
- Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields
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- On the condition number of covariance matrices in kriging, estimation, and simulation of random fields
Cited In (5)
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes
- Multi-fidelity Gaussian process modeling with boundary information
- Bi-objective decision making in global optimization based on statistical models
- Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems
- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
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