Maximum likelihood estimation of models for residual covariance in spatial regression
From MaRDI portal
Publication:3330347
DOI10.1093/biomet/71.1.135zbMath0542.62079MaRDI QIDQ3330347
Kanti V. Mardia, Roger Marshall
Publication date: 1984
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/71.1.135
consistency; asymptotic normality; Monte Carlo simulation; maximum likelihood estimators; lattice process; kriging predictor; covariance structure of residuals; Large sample spectral approximation; real valued Gaussian process; regression analysis of spatial data; Small sample behaviour
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G15: Gaussian processes
62J05: Linear regression; mixed models
60G20: Generalized stochastic processes
Related Items
A gm estimation of the location parameters in a spatial linear model, La méthode de vraisemblance pour les processus linéaires spatiaux définis sur un treillis triangulaire, Efficiency of least squares estimators in the presence of spatial autocorrelation, Minqe, maximum likelihood estimation and fisher scoring algorithm for non linear variance models, Deux méthodes d'estimation pour les paramètres de processus moyenne mobile spatiaux, A frequency domain algorithm for maximum likelihood estimation of gaussian fields, Fitting smoothing splines to data from multiple sources, Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure, Model-based transductive learning of the kernel matrix, Computationally efficient restricted maximum likelihood estimation of generalized covariance functions, On maximum likelihood estimation of parameters in incorrectly specified models of covariance for spatial data, Estimation of covariance parameters in Kriging via restricted maximum likelihood, Quadratic covariance estimation and equivalence of predictions, Model-based transductive learning of the kernel matrix, Rao's score test in spatial econometrics, Longitudinal analysis of spatially correlated data, Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants, Fitting a stochastic partial differential equation to aquifer data, Multivariate significance testing and model calibration under uncertainty, Log-det approximation based on uniformly distributed seeds and its application to Gaussian process regression, Geostatistical simulation when the number of experimental data is small: an alternative paradigm, Estimating the Hurst effect and its application in monitoring clinical trials, Maximum likelihood estimation for directional conditionally autoregressive models, Fixed-domain asymptotic properties of tapered maximum likelihood estimators, Estimation of parameters of a two-dimensional spatial autoregressive model with regression, Mean squared prediction error in the spatial linear model with estimated covariance parameters, Kriging by local polynomials., Parametric covariance models for shock-induced stochastic processes, On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified, The kriged Kalman filter. (With discussion), Bias correction in ARMA models, On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters, Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs, Compactly supported correlation functions, A conversation with Kanti Mardia, Asymptotics for REML estimation of spatial covariance parameters, Spectral and circulant approximations to the likelihood for stationary Gaussian random fields, Intrinsic random fields and image deformations, Spatial sampling design for parameter estimation of the covariance function, Exploiting Hessian matrix and trust-region algorithm in hyperparameters estimation of Gaussian process, Modified Whittle estimation of multilateral models on a lattice, Stepwise mutation likelihood computation by sequential importance sampling in subdivided population models, An incomplete data approach to the analysis of covariance structures, Unnamed Item, Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models, Exact maximum likelihood for incomplete data from a correlated gaussian process, Computationally exploitable structure of covariance matrices and generalized convariance matrices in spatial models, Maximum likelihood estimation with missing spatial data and with an application to remotely sensed data, Information loss due to incomplete data from a spatial gaussian one-parameter first-order conditional process, Performance of information criteria for spatial models, Spatial discrimination and classification maps, Cook's distance in linear longitudinal models
