Tapered covariance: Bayesian estimation and asymptotics

Journal of Computational and Graphical Statistics

Volumn 21, Issue 2, 2012, Pages 433-452

  Shaby, Benjamin ^a   Ruppert, David ^b  

^a Duke University   (United States)

^b School of Operations Research and Industrial Engineering   (United States)

Author keywords

Bayesian inference; Consistency; Covariance estimation; Gaussian process; Tapering

Indexed keywords

EID: 84862538995     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1080/10618600.2012.680819     Document Type: Article

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