Pages that link to "Item:Q3330347"

The following pages link to Maximum likelihood estimation of models for residual covariance in spatial regression (Q3330347):

Displaying 50 items.

• Comparing composite likelihood methods based on pairs for spatial Gaussian random fields (Q69394) (← links)
• Unifying compactly supported and Matérn covariance functions in spatial statistics (Q69403) (← links)
• Spatial correlation robust inference with errors in location or distance (Q280268) (← links)
• Asymptotic properties of multivariate tapering for estimation and prediction (Q290722) (← links)
• Effective sample size for line transect sampling models with an application to marine macroalgae (Q321444) (← links)
• Model-based variance estimation in non-measurable spatial designs (Q337693) (← links)
• The maximal Strichartz family of Gaussian distributions: Fisher information, index of dispersion, and stochastic ordering (Q341213) (← links)
• An example of inconsistent MLE of spatial covariance parameters under increasing domain asymptotics (Q342762) (← links)
• Asymptotic theory with hierarchical autocorrelation: Ornstein-Uhlenbeck tree models (Q355125) (← links)
• Maximum likelihood estimation for generalized conditionally autoregressive models of spatial data (Q397221) (← links)
• Bayesian analysis of conditional autoregressive models (Q421384) (← links)
• A regression approach for estimating the parameters of the covariance function of a stationary spatial random process (Q433753) (← links)
• Optimal predictive design augmentation for spatial generalised linear mixed models (Q451220) (← links)
• A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics (Q452632) (← links)
• An asymptotically minimax kernel machine (Q464460) (← links)
• On the condition number anomaly of Gaussian correlation matrices (Q472459) (← links)
• Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
• Automatic variogram modeling by iterative least squares: univariate and multivariate cases (Q500735) (← links)
• Large panels with common factors and spatial correlation (Q530595) (← links)
• Fast computing of some generalized linear mixed pseudo-models with temporal autocorrelation (Q626250) (← links)
• Conditional and unconditional methods for selecting variables in linear mixed models (Q631631) (← links)
• Generalized bootstrap method for assessment of uncertainty in semivariogram inference (Q632144) (← links)
• Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields (Q641761) (← links)
• Penalized maximum likelihood estimation and variable selection in geostatistics (Q661173) (← links)
• Likelihood-based estimation for Gaussian MRFs (Q713629) (← links)
• Spatial variability in slash linear modeling with finite second moment (Q725261) (← links)
• On the consistency of inversion-free parameter estimation for Gaussian random fields (Q739606) (← links)
• Surface estimation for multiple misaligned point sets (Q777257) (← links)
• Longitudinal analysis of spatially correlated data (Q839453) (← links)
• Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants (Q864265) (← links)
• Fitting a stochastic partial differential equation to aquifer data (Q911949) (← links)
• Multivariate significance testing and model calibration under uncertainty (Q929034) (← links)
• Log-det approximation based on uniformly distributed seeds and its application to Gaussian process regression (Q939524) (← links)
• Geostatistical simulation when the number of experimental data is small: an alternative paradigm (Q954699) (← links)
• Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
• Maximum likelihood estimation for directional conditionally autoregressive models (Q988950) (← links)
• Residual-based specification of a hidden random field included in a hierarchical spatial model (Q1020747) (← links)
• Fixed-domain asymptotic properties of tapered maximum likelihood estimators (Q1043743) (← links)
• Estimation of parameters of a two-dimensional spatial autoregressive model with regression (Q1200751) (← links)
• Mean squared prediction error in the spatial linear model with estimated covariance parameters (Q1206629) (← links)
• Kriging by local polynomials. (Q1277692) (← links)
• Parametric covariance models for shock-induced stochastic processes (Q1298942) (← links)
• On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified (Q1299480) (← links)
• The kriged Kalman filter. (With discussion) (Q1305249) (← links)
• Bias correction in ARMA models (Q1324594) (← links)
• Maximum likelihood estimation under a spatial sampling scheme (Q1354519) (← links)
• On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters (Q1600713) (← links)
• Effective sample size for spatial regression models (Q1616305) (← links)
• Optimal design for correlated processes with input-dependent noise (Q1621392) (← links)
• Prediction intervals for integrals of Gaussian random fields (Q1623768) (← links)