Cover Image

Nonparametric Estimation of Isotropic Covariance Function

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Wang, Yiming, Ghosh, Sujit K.
Format:	Preprint
Published:	2026
Subjects:	Methodology Machine Learning 14F10, 11N35, 42A82, 62M30, 62G20
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Prediction intervals for quantile autoregression
by: Novo, Silvia, et al.
Published: (2025)

Generalized M-Estimation in Censored Regression Model under Endogeneity
by: Shukla, Swati, et al.
Published: (2023)

Robust Nonparametric Two-Sample Tests via Mutual Information using Extended Bregman Divergence
by: Pyne, Arijit
Published: (2026)

Multiscale Autoregression on Adaptively Detected Timescales
by: Baranowski, Rafal, et al.
Published: (2024)

Asymptotic distribution of a robust wavelet-based NKK periodogram
by: N'Daam, Manganaw, et al.
Published: (2026)

Multiple testing in game-theoretic probability: pictures and questions
by: Vovk, Vladimir
Published: (2024)

Multiple Imputation Methods under Extreme Values
by: Brasil, Enzo Porto
Published: (2026)

Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute?
by: Pumi, Guilherme, et al.
Published: (2023)

A Finite Mixture Failure-rate based Heterogeneous Step-stress Accelerated Life Testing (h-SSALT) Model
by: Palit, Pranoy, et al.
Published: (2026)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)

An optimality property of the Bayes-Kelly algorithm
by: Vovk, Vladimir
Published: (2024)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
by: Hill, Jonathan B., et al.
Published: (2022)

Constructing confidence intervals for constrained parameters via valid prior-free inferential models
by: Lu, Hezhi, et al.
Published: (2026)

Truncated, Censored, and Actuarial Payment-type Moments for Robust Fitting of a Single-parameter Pareto Distribution
by: Poudyal, Chudamani
Published: (2021)

A model-free test of the time-reversibility of climate change processes
by: Goto, Yuichi, et al.
Published: (2024)

Nonparametric Test for Volatility in Clustered Multiple Time Series
by: Barrios, Erniel B., et al.
Published: (2021)

Subsample-Based Estimation under Dynamic Contamination
by: Yang, Yukai, et al.
Published: (2026)

Multivariate Low-Rank State-Space Model with SPDE Approach for High-Dimensional Data
by: Rodeschini, Jacopo, et al.
Published: (2025)

Club Exco: clustering brain extreme communities from multi-channel EEG data
by: Guerrero, Matheus B., et al.
Published: (2022)

Robust variance estimators in application to segmentation of measurement data distorted by impulsive and non-Gaussian noise
by: Witulska, Justyna, et al.
Published: (2025)

Bayesian joint quantile autoregression
by: Castillo-Mateo, Jorge, et al.
Published: (2023)

Near-Optimal and Tractable Estimation under Shift-Invariance
by: Ostrovskii, Dmitrii M.
Published: (2024)

Nonparametric Vector Quantile Autoregression
by: González-Sanz, Alberto, et al.
Published: (2025)

Transcendental Regularization of Finite Mixtures:Theoretical Guarantees and Practical Limitations
by: Fokoué, Ernest
Published: (2026)

Unit-Weibull Autoregressive Moving Average Models
by: Pumi, Guilherme, et al.
Published: (2022)

Sparse and Low-bias Estimation of High Dimensional Vector Autoregressive Models
by: Ruiz, Trevor D., et al.
Published: (2019)

Change point analysis with irregular signals
by: Kley, Tobias, et al.
Published: (2024)

generalRSS: Sampling and Inference for Balanced and Unbalanced Ranked Set Sampling in R
by: Moon, Chul, et al.
Published: (2025)

A Minimum Distance Estimator Approach for Misspecified Ergodic Processes
by: Borodavka, Jaroslav I., et al.
Published: (2025)

Regularized estimation of Monge-Kantorovich quantiles for spherical data
by: Bercu, Bernard, et al.
Published: (2024)

Estimation of the Coefficient of Variation of Weibull Distribution under Type-I Progressively Interval Censoring: A Simulation-based Approach
by: Nongrum, Bankitdor M, et al.
Published: (2025)

Why Empirical p-Values Are Not Uniform: Reference Samples, Dependence, and PIT Backtesting
by: Lis, Jakub
Published: (2026)

On the spherical Laplace distribution
by: You, Kisung, et al.
Published: (2022)

On the Unit Teissier Distribution: Properties, Estimation Procedures and Applications
by: Akhter, Zuber, et al.
Published: (2026)

L-Estimation Approach to Tobit Models with Endogeneity and Weakly Dependent Errors
by: Shukla, Swati, et al.
Published: (2024)

Functional Clustering of Survival Data via Smoothed Log-Hazard Trajectories: A Risk-Dynamics Perspective
by: De Magistris, Anna, et al.
Published: (2026)

Enhancing Seasonal Adjustment Space Models: Constraints and Regularization for Improved Trend and AR Decomposition
by: Kitagawa, Genshiro
Published: (2025)

When Do Generalized Permutation Tests Achieve Optimal Power? A Dispersion Characterization
by: Kim, Yongmin, et al.
Published: (2026)

Parametric Analysis of Bivariate Current Status data with Competing risks using Frailty model
by: Ghosh, Biswadeep, et al.
Published: (2024)