Estimating spatial covariance using penalised likelihood with weightedL1penalty

DOI10.1080/10485250903023632zbMath1172.62032WikidataQ60521649 ScholiaQ60521649MaRDI QIDQ3182743

Yu Feng Liu, Zhengyuan Zhu

Publication date: 16 October 2009

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250903023632

zbMATH Keywords

maximum likelihood; nonstationarity; Cholesky decomposition; LASSO; Gaussian Markov random fields

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

62F12: Asymptotic properties of parametric estimators

62M30: Inference from spatial processes

62M40: Random fields; image analysis

62M05: Markov processes: estimation; hidden Markov models

Related Items

Graph-Guided Banding of the Covariance Matrix, L₁ penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors, A skew Gaussian decomposable graphical model, Penalty and related estimation strategies in the spatial error model, Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion), Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood, Selection of spatial-temporal lattice models: assessing the impact of climate conditions on a mountain pine beetle outbreak, On estimation and selection of autologistic regression models via penalized pseudolikelihood, Variable selection for spatial Poisson point processes via a regularization method, The Bayesian group Lasso for confounded spatial data

Uses Software

• symrcm
• spBayes
• ElemStatLearn

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