Pages that link to "Item:Q2490626"
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The following pages link to Minimum-variance unbiased quadratic estimation of covariances of regionalized variables (Q2490626):
Displaying 9 items.
- Mean squared prediction error in the spatial linear model with estimated covariance parameters (Q1206629) (← links)
- Computationally exploitable structure of covariance matrices and generalized convariance matrices in spatial models (Q3350594) (← links)
- Isotropic Spectral Additive Models of the Covariogram (Q3631471) (← links)
- A gm estimation of the location parameters in a spatial linear model (Q4269924) (← links)
- To be or not be\(\ldots\)stationary? That is the question (Q5932841) (← links)
- Computationally efficient restricted maximum likelihood estimation of generalized covariance functions (Q5935020) (← links)
- Estimation of covariance parameters in Kriging via restricted maximum likelihood (Q5935042) (← links)
- On least squares estimation of generalized covariance functions (Q5935058) (← links)
- Quadratic covariance estimation and equivalence of predictions (Q5935063) (← links)