Pseudo Best Estimator by a Separable Approximation of Spatial Covariance Structures
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Publication:5248880
DOI10.14490/jjss.44.43zbMath1310.62084arXiv1212.6596MaRDI QIDQ5248880
Publication date: 28 April 2015
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.6596
spatial statistics; spectral density; generalized least squares; asymptotic covariance matrix; separable process; lattice process; pseudo best estimator
62H11: Directional data; spatial statistics
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models