Composite likelihood inference for multivariate Gaussian random fields
From MaRDI portal
Publication:321453
DOI10.1007/s13253-016-0256-3zbMath1347.62237OpenAlexW2471249198MaRDI QIDQ321453
Daira Velandia, Alfredo Alegria, Emilio Porcu, Moreno Bevilacqua
Publication date: 13 October 2016
Published in: Journal of Agricultural, Biological, and Environmental Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13253-016-0256-3
Random fields; image analysis (62M40) Gaussian processes (60G15) Applications of statistics to environmental and related topics (62P12)
Related Items (6)
Guest editors' introduction to the special issue on ``Seismomatics: space-time analysis of natural or anthropogenic catastrophes ⋮ Stable Likelihood Computation for Gaussian Random Fields ⋮ Extending the Gneiting class for modeling spatially isotropic and temporally symmetric vector random fields ⋮ Asymmetric matrix-valued covariances for multivariate random fields on spheres ⋮ Likelihood-based inference for multivariate space-time wrapped-Gaussian fields ⋮ A hierarchical multivariate spatio-temporal model for clustered climate data with annual cycles
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
- Cross-covariance functions for multivariate geostatistics
- Covariance tapering for multivariate Gaussian random fields estimation
- Asymptotic properties of multivariate tapering for estimation and prediction
- An approach to modeling asymmetric multivariate spatial covariance structures
- On weighting of bivariate margins in pairwise likelihood
- Compactly supported correlation functions
- Fitting the linear model of coregionalization by generalized least squares
- A note on composite likelihood inference and model selection
- Window Subsampling of Estimating Functions with Application to Regression Models
- Approximating Likelihoods for Large Spatial Data Sets
- Least Squares Variogram Fitting by Spatial Subsampling
- A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components
- Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach
- Multivariate max-stable spatial processes
- Matérn Cross-Covariance Functions for Multivariate Random Fields
- Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
- Space–Time Covariance Functions
- Assessing the significance of the correlation between the components of a bivariate Gaussian random field
This page was built for publication: Composite likelihood inference for multivariate Gaussian random fields