Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty (Q3182743)
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scientific article; zbMATH DE number 5616501
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| English | Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty |
scientific article; zbMATH DE number 5616501 |
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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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0.91115135
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0.9099966
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0.8964695
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0.8947429
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0.8893224
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0.8882483
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