Covariance tapering for multivariate Gaussian random fields estimation

DOI10.1007/s10260-015-0338-3zbMath1416.62550OpenAlexW1787209001MaRDI QIDQ290343

Carlo Gaetan, Moreno Bevilacqua, 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

zbMATH Keywords

large datasetscross covariance estimationmultivariate compactly supported correlation functionmultivariate Gaussian process

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32)

Related Items (6)

Composite likelihood inference for multivariate Gaussian random fields ⋮ European population exposure to airborne pollutants based on a multivariate spatio-temporal model ⋮ Stable Likelihood Computation for Gaussian Random Fields ⋮ Unifying compactly supported and Matérn covariance functions in spatial statistics ⋮ A hierarchical multivariate spatio-temporal model for clustered climate data with annual cycles ⋮ Modeling Tangential Vector Fields on a Sphere

Uses Software

• spam
• CompRandFld

Cites Work

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