Cross-validation estimation of covariance parameters under fixed-domain asymptotics
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DOI: 10.1016/j.jmva.2017.06.003
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Cited by:
- Jack P. C. Kleijnen & Wim C. M. van Beers, 2022.
"Statistical Tests for Cross-Validation of Kriging Models,"
INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 607-621, January.
- Kleijnen, Jack & van Beers, W.C.M., 2019. "Statistical Tests for Cross-Validation of Kriging Models," Other publications TiSEM 35fba511-2931-47d5-a9ba-3, Tilburg University, School of Economics and Management.
- Kleijnen, Jack & van Beers, W.C.M., 2019. "Statistical Tests for Cross-Validation of Kriging Models," Discussion Paper 2019-022, Tilburg University, Center for Economic Research.
- Marrel, Amandine & Iooss, Bertrand, 2024. "Probabilistic surrogate modeling by Gaussian process: A review on recent insights in estimation and validation," Reliability Engineering and System Safety, Elsevier, vol. 247(C).
- Bachoc, François & Bevilacqua, Moreno & Velandia, Daira, 2019. "Composite likelihood estimation for a Gaussian process under fixed domain asymptotics," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
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Keywords
Asymptotic normality; Cross validation; Fixed-domain asymptotics; Kriging; Spatial sampling; Strong consistency;All these keywords.
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