Bachoc, François - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 55-69
The Maximum Likelihood (ML) and Cross Validation (CV) methods for estimating covariance hyper-parameters are compared, in the context of Kriging with a misspecified covariance structure. A two-step approach is used. First, the case of the estimation of a single variance hyper-parameter is...