Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty (Q3182743)

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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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