Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models
From MaRDI portal
(Redirected from Publication:996982)
Recommendations
- Asymptotic properties of the estimators for multivariate components of variance
- Asymptotically Optimal Tests for Multivariate Normal Distributions
- Asymptotically normal families of distributions and efficient estimation
- Asymptotic normality of maximum likelihood estimators for nonparametric multivariate regression models
- Asymptotic variance estimation in multivariate distributions
- Explicit asymptotically normal estimation of a parameter for some multivariate nonlinear regression problems
- Non-asymptotic analysis of approximations for multivariate statistics
- On the tradeoff between computational simplicity and asymptotic properties in multivariate probit
Cites work
- scientific article; zbMATH DE number 4100431 (Why is no real title available?)
- scientific article; zbMATH DE number 4102349 (Why is no real title available?)
- scientific article; zbMATH DE number 1313649 (Why is no real title available?)
- scientific article; zbMATH DE number 1551803 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- A Fast, Optimal Spatial-Prediction Method for Massive Datasets
- An Algorithm for the Inversion of Finite Toeplitz Matrices
- Approximating Likelihoods for Large Spatial Data Sets
- Asymptotic Statistics
- Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
- Computationally exploitable structure of covariance matrices and generalized convariance matrices in spatial models
- Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
- Interpolation of spatial data. Some theory for kriging
- Longitudinal data analysis using generalized linear models
- Maximum Likelihood Estimation of Misspecified Models
- Monte Carlo estimates of the log determinant of large sparse matrices
- Multiresolution models for nonstationary spatial covariance functions
- ON STATIONARY PROCESSES IN THE PLANE
- Parameter estimation for a stationary process on a d-dimensional lattice
Cited in
(21)- Parameter estimation in the spatial auto-logistic model with working independent subblocks
- Prepivoting composite score statistics by weighted bootstrap iteration
- Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors
- Spatial composite likelihood inference using local C-vines
- Linear-Cost Covariance Functions for Gaussian Random Fields
- Stochastic approximation of score functions for Gaussian processes
- Separable spatio-temporal kriging for fast virtual sensing
- Scalable Gaussian Process Computations Using Hierarchical Matrices
- Matérn-based nonstationary cross-covariance models for global processes
- Interpolation of spatial data -- a stochastic or a deterministic problem?
- Assessing fit in Bayesian models for spatial processes
- On composite marginal likelihoods
- Joint integrative analysis of multiple data sources with correlated vector outcomes
- Efficient computation of multivariate empirical distribution functions at the observed values
- Two-step wavelet-based estimation for Gaussian mixed fractional processes
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
- Assessing the effective sample size for large spatial datasets: a block likelihood approach
- Parallel inference for massive distributed spatial data using low-rank models
- Improving upon the effective sample size based on Godambe information for block likelihood inference
- A Scalable Gaussian Process for Large-Scale Periodic Data
- Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
This page was built for publication: Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q996982)
