Estimating structured correlation matrices in smooth Gaussian random field models.
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Publication:1848806
DOI10.1214/aos/1015952003zbMath1105.62376OpenAlexW1543692203MaRDI QIDQ1848806
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1015952003
strong consistencysieve maximum likelihood estimationComputer experimentsmooth Gaussian random fieldstructured correlation matrix
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Uses Software
Cites Work
- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
- Maximum likelihood estimation of parameters under a spatial sampling scheme
- Maximum likelihood estimation under a spatial sampling scheme
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
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