Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty (Q3182743)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty |
scientific article |
Statements
Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty (English)
0 references
16 October 2009
0 references
Cholesky decomposition
0 references
Gaussian Markov random fields
0 references
LASSO
0 references
maximum likelihood
0 references
nonstationarity
0 references
0 references
0 references
0 references