Pages that link to "Item:Q996982"
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The following pages link to Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models (Q996982):
Displayed 17 items.
- Parallel inference for massive distributed spatial data using low-rank models (Q518241) (← links)
- On composite marginal likelihoods (Q732228) (← links)
- Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors (Q765994) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Parameter estimation in the spatial auto-logistic model with working independent subblocks (Q1927228) (← links)
- Joint integrative analysis of multiple data sources with correlated vector outcomes (Q2170424) (← links)
- Assessing the effective sample size for large spatial datasets: a block likelihood approach (Q2242045) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Spatial composite likelihood inference using local C-vines (Q2350040) (← links)
- Stochastic approximation of score functions for Gaussian processes (Q2443174) (← links)
- Matérn-based nonstationary cross-covariance models for global processes (Q2451624) (← links)
- Interpolation of spatial data – A stochastic or a deterministic problem? (Q2870835) (← links)
- Scalable Gaussian Process Computations Using Hierarchical Matrices (Q3391422) (← links)
- Prepivoting composite score statistics by weighted bootstrap iteration (Q5247413) (← links)
- Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering (Q5347400) (← links)
- Linear-Cost Covariance Functions for Gaussian Random Fields (Q6107197) (← links)
- Assessing fit in Bayesian models for spatial processes (Q6179536) (← links)