Cross-validation estimation of covariance parameters under fixed-domain asymptotics

25 Jul 2017 Bachoc Francois Lagnoux Agnes Nguyen Thi Mong Ngoc

We consider a one-dimensional Gaussian process having exponential covariance function. Under fixed-domain asymptotics, we prove the strong consistency and asymptotic normality of a cross validation estimator of the microergodic covariance parameter... (read more)

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  • STATISTICS THEORY
  • STATISTICS THEORY