Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models
DOI10.1016/J.JMVA.2006.08.010zbMATH Open1116.62101OpenAlexW2141755938MaRDI QIDQ996982FDOQ996982
Richard L. Smith, Petruţa C. Caragea
Publication date: 19 July 2007
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2006.08.010
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spatial statisticscomputational efficiencyapproximate likelihoodmassive data setsautoregressive processes on a latticestatistical efficiency analysis
Asymptotic properties of parametric estimators (62F12) Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12)
Cites Work
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Cited In (21)
- Improving upon the effective sample size based on Godambe information for block likelihood inference
- Linear-Cost Covariance Functions for Gaussian Random Fields
- Separable spatio-temporal kriging for fast virtual sensing
- Spatial composite likelihood inference using local C-vines
- Matérn-based nonstationary cross-covariance models for global processes
- Assessing the effective sample size for large spatial datasets: a block likelihood approach
- Assessing fit in Bayesian models for spatial processes
- Efficient computation of multivariate empirical distribution functions at the observed values
- Scalable Gaussian Process Computations Using Hierarchical Matrices
- Parameter estimation in the spatial auto-logistic model with working independent subblocks
- A Scalable Gaussian Process for Large-Scale Periodic Data
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
- Joint integrative analysis of multiple data sources with correlated vector outcomes
- Stochastic approximation of score functions for Gaussian processes
- Interpolation of spatial data -- a stochastic or a deterministic problem?
- On composite marginal likelihoods
- Prepivoting composite score statistics by weighted bootstrap iteration
- Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors
- Parallel inference for massive distributed spatial data using low-rank models
- Two-step wavelet-based estimation for Gaussian mixed fractional processes
- Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
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