Estimating spatial covariance using penalised likelihood with weightedL1penalty

DOI10.1080/10485250903023632zbMath1172.62032OpenAlexW1974324645WikidataQ60521649 ScholiaQ60521649MaRDI QIDQ3182743

Yu Feng Liu, Zhengyuan Zhu

Publication date: 16 October 2009

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250903023632

zbMATH Keywords

maximum likelihoodnonstationarityCholesky decompositionLASSOGaussian Markov random fields

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Markov processes: estimation; hidden Markov models (62M05)

Related Items

The Bayesian group Lasso for confounded spatial data, Penalty and related estimation strategies in the spatial error model, Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion), Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood, Variable selection for spatial Poisson point processes via a regularization method, Selection of spatial-temporal lattice models: assessing the impact of climate conditions on a mountain pine beetle outbreak, On estimation and selection of autologistic regression models via penalized pseudolikelihood, L₁ penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors, A skew Gaussian decomposable graphical model, Graph-Guided Banding of the Covariance Matrix

Uses Software

• symrcm
• spBayes
• ElemStatLearn

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