Computationally efficient restricted maximum likelihood estimation of generalized covariance functions
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- scientific article; zbMATH DE number 927302
Cites work
- An Algorithm for the Inversion of Finite Toeplitz Matrices
- Computationally exploitable structure of covariance matrices and generalized convariance matrices in spatial models
- scientific article; zbMATH DE number 3781344 (Why is no real title available?)
- scientific article; zbMATH DE number 3538668 (Why is no real title available?)
- Inversion of Toeplitz Band Matrices
- Kriging Nonstationary Data
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Maximum likelihood estimation of models for residual covariance in spatial regression
- Minimum-variance unbiased quadratic estimation of covariances of regionalized variables
- Monte Carlo Comparison of ANOVA, MIVQUE, REML, and ML Estimators of Variance Components
- Recovery of inter-block information when block sizes are unequal
- The intrinsic random functions and their applications
- Toeplitz Matrix Inversion: The Algorithm of W. F. Trench
Cited in
(13)- Kriging by local polynomials.
- Sparse matrix tools for Gaussian models on lattices
- Large-scale stochastic linear inversion using hierarchical matrices. Illustrated with an application to crosswell tomography in seismic imaging
- Generalized maximum-likelihood estimation of variance-covariance components with non-infor\-mative prior.
- Asymptotics for REML estimation of spatial covariance parameters
- On the validity of Akaike's identity for random fields
- Computationally efficient algorithm for Gaussian process regression in case of structured samples
- Computationally exploitable structure of covariance matrices and generalized convariance matrices in spatial models
- Covariance Structure Maximum-Likelihood Estimates in Compound Gaussian Noise: Existence and Algorithm Analysis
- Indicator Variables in Spatial Prediction WhenΣIs Unknown
- Some asymptotic results for the residual maximum likelihood estimation of the parameters of a spatial process
- Influence diagnostics in Gaussian spatial linear models
- Determining spatial correlation structure using a flexible method
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