Separable expansions for covariance estimation via the partial inner product
Author(s) -
Tomáš Masák,
Soham Sarkar,
Victor M. Panaretos
Publication year - 2022
Publication title -
biometrika
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.307
H-Index - 122
eISSN - 1464-3510
pISSN - 0006-3444
DOI - 10.1093/biomet/asac035
Subject(s) - covariance , mathematics , truncation (statistics) , estimator , matérn covariance function , rational quadratic covariance function , covariance operator , covariance function , nonparametric statistics , consistency (knowledge bases) , mathematical optimization , statistics , covariance intersection , discrete mathematics
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