Covariance estimation under spatial dependence

DOI10.1016/j.jmva.2004.05.009zbMath1066.62060OpenAlexW2067473156MaRDI QIDQ2485998

Reinhard Furrer

Publication date: 5 August 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.05.009

zbMATH Keywords

Covariance estimationPrincipal componentsBiasInfill asymptoticsIncreasing-domain asymptotics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Related Items

Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants, Properties of spatial cross-periodograms using fixed-domain asymptotics, Cross-covariance functions for multivariate geostatistics

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