Pages that link to "Item:Q1896256"
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The following pages link to On the nonparametric estimation of covariance functions (Q1896256):
Displaying 13 items.
- On cramér-von mises tests of goodness of fit with censored data (Q5283887) (← links)
- Strategies for Fitting Large, Geostatistical Data in MCMC Simulation (Q5481623) (← links)
- Non-parametric estimation of residual moments and covariance (Q5505110) (← links)
- Recovering covariance from functional fragments (Q5742759) (← links)
- Inner product matrices, kriging, and nonparametric estimation of variogram (Q5935073) (← links)
- Parametric modelling of growth curve data: An overview. (With comments) (Q5952294) (← links)
- Statistical Inference for Functional Time Series: Autocovariance Function (Q6069487) (← links)
- A Bayesian approach for nonparametric regression in the presence of correlated errors (Q6125012) (← links)
- A statistical learning view of simple kriging (Q6557185) (← links)
- Statistical analysis of irregularly spaced spatial data in frequency domain (Q6604025) (← links)
- Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency (Q6620973) (← links)
- Nonparametric construction of probability maps under local stationarity (Q6625847) (← links)
- Nonparametric estimation of the spatio-temporal covariance structure (Q6628717) (← links)