Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields

DOI10.1007/S00184-009-0295-7zbMath1230.62106OpenAlexW2034908845MaRDI QIDQ641761

Victor De Oliveira, Marco A. R. Ferreira

Publication date: 25 October 2011

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0295-7

zbMATH Keywords

profile likelihoodspatial dataeigenvalues, eigenvectors

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Markov processes: estimation; hidden Markov models (62M05)

Related Items (5)

Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects ⋮ Objective Bayesian analysis for Gaussian hierarchical models with intrinsic conditional autoregressive priors ⋮ On estimation and prediction of geostatistical regression models via a corrected Stein's unbiased risk estimator ⋮ Risks of classification of the Gaussian Markov random field observations ⋮ The limiting distribution of the Gibbs sampler for the intrinsic conditional autoregressive model

Uses Software

• GMRFLib

Cites Work

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• Fast Sampling of Gaussian Markov Random Fields
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• Spatial Modeling of Regional Variables
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Posterior distribution of hierarchical models using CAR(1) distributions
• Gaussian Markov Random Fields
• Bayesian inference for variance components using only error contrasts
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models

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