Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty (Q3182743): Difference between revisions
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Revision as of 10:04, 5 March 2024
scientific article
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English | Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty |
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Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty (English)
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16 October 2009
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Cholesky decomposition
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Gaussian Markov random fields
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LASSO
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maximum likelihood
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nonstationarity
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