Covariance tapering for multivariate Gaussian random fields estimation
DOI10.1007/S10260-015-0338-3zbMATH Open1416.62550OpenAlexW1787209001MaRDI QIDQ290343FDOQ290343
Authors: Moreno Bevilacqua, Carlo Gaetan, Emilio Porcu, Alessandro Fassò, Daira Velandia 
Publication date: 1 June 2016
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-015-0338-3
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large datasetscross covariance estimationmultivariate compactly supported correlation functionmultivariate Gaussian process
Random fields; image analysis (62M40) Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32)
Cites Work
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- Covariance tapering for likelihood-based estimation in large spatial data sets
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
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- Grünbaum's inequality for Bessel functions
- Difference filter preconditioning for large covariance matrices
- Spatio-temporal statistical analysis of the carbon budget of the terrestrial ecosystem
- Asymptotic properties of multivariate tapering for estimation and prediction
Cited In (18)
- Covariance tapering for likelihood-based estimation in large spatial data sets
- On fixed-domain asymptotics and covariance tapering in Gaussian random field models
- Stable Likelihood Computation for Gaussian Random Fields
- Separable covariance arrays via the Tucker product, with applications to multivariate relational data
- Composite likelihood inference for multivariate Gaussian random fields
- European population exposure to airborne pollutants based on a multivariate spatio-temporal model
- Multilevel approximation of Gaussian random fields: covariance compression, estimation, and spatial prediction
- Computationally efficient nonstationary nearest-neighbor Gaussian process models using data-driven techniques
- A Scalable Gaussian Process for Large-Scale Periodic Data
- A hierarchical multivariate spatio-temporal model for clustered climate data with annual cycles
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
- Local inversion-free estimation of spatial Gaussian processes
- Fixed-domain asymptotic properties of tapered maximum likelihood estimators
- Covariance tapering for prediction of large spatial data sets in transformed random fields
- Unifying compactly supported and Matérn covariance functions in spatial statistics
- Spectral-norm risk rates for multi-taper estimation of Gaussian processes
- 30 years of space-time covariance functions
- Modeling tangential vector fields on a sphere
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