On the smallest eigenvalues of covariance matrices of multivariate spatial processes-Reference-Cited by-同舟云学术

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On the smallest eigenvalues of covariance matrices of multivariate spatial processes

Published:2016 Issue:1 Volume:5 Page:102-107
ISSN:2049-1573
Container-title:Stat
language:en
Short-container-title:STAT

Author:

Bachoc François¹,Furrer Reinhard²^ORCID

Affiliation:

1. Institut de Mathématiques de Toulouse; Université Paul Sabatier; 118 route de Narbonne Toulouse 31000 France

2. Institute of Mathematics and Institute for Computational Science University of Zurich; Winterthurerstrasse 190 Zurich CH-8057 Switzerland

Funder

UZH Research Priority Program (URPP)

Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/sta4.107/fullpdf

Reference11 articles.

1. Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes’;Bachoc;Journal of Multivariate Analysis,2014

2. Covariance tapering for multivariate Gaussian random fields estimation’;Bevilacqua;Statistical Methods & Applications,2015

3. Furrer , R Bachoc , F Du , J 2015 Asymptotic properties of multivariate tapering for estimation and prediction http://arxiv.org/abs/1506.01833

4. Cross-covariance functions for multivariate geostatistics (with discussion)’;Genton;Statistical Science,2015

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4. Asymptotic approximation of the likelihood of stationary determinantal point processes;Scandinavian Journal of Statistics;2022-09-30

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