Search Results for author: Agnès Lagnoux

Found 1 papers, 1 papers with code

Maximum likelihood estimation for Gaussian processes under inequality constraints

1 code implementation10 Apr 2018 François Bachoc, Agnès Lagnoux, Andrés F. López-Lopera

We first show that the (unconstrained) maximum likelihood estimator has the same asymptotic distribution, unconditionally and conditionally, to the fact that the Gaussian process satisfies the inequality constraints.

Statistics Theory Probability Statistics Theory

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