Publication: Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes
Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes
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Bachoc, F., Betancourt, J., Furrer, R., & Klein, T. (2020). Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes. Electronic Journal of Statistics, 14, 1962–2008. https://doi.org/10.1214/20-ejs1712
Abstract
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Abstract
The asymptotic analysis of covariance parameter estimation of Gaussian processes has been subject to intensive investigation. However, this asymptotic analysis is very scarce for non-Gaussian processes. In this paper, we study a class of non-Gaussian processes obtained by regular non-linear transformations of Gaussian processes. We provide the increasing-domain asymptotic properties of the (Gaussian) maximum likelihood and cross validation estimators of the covariance parameters of a non-Gaussian process of this class. We show that th
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- Bachoc, François
- Betancourt, José
- Klein, Thierry
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Dewey Decimal Classifikation
Dewey Decimal Classifikation
Dewey Decimal Classifikation
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Bachoc, F., Betancourt, J., Furrer, R., & Klein, T. (2020). Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes. Electronic Journal of Statistics, 14, 1962–2008. https://doi.org/10.1214/20-ejs1712
