Faster maximum likelihood estimation of very large spatial autoregressive models: an extension of the Smirnov–Anselin result
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Publication:4832413
DOI10.1080/00949650410001650126zbMath1053.62106OpenAlexW1968099699MaRDI QIDQ4832413
Publication date: 4 January 2005
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650410001650126
Jacobianspatial statisticsmaximum likelihoodspatial autocorrelationnormalizing constantauto-Gaussiangeoreferenced data
Inference from spatial processes (62M30) Random fields; image analysis (62M40) Geostatistics (86A32)
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Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression ⋮ Least-modules estimates for spatial autoregression coefficients
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