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Numerical instability of calculating inverse of spatial covariance matrices - MaRDI portal

Numerical instability of calculating inverse of spatial covariance matrices (Q1687210)

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scientific article; zbMATH DE number 6821194
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Numerical instability of calculating inverse of spatial covariance matrices
scientific article; zbMATH DE number 6821194

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    Numerical instability of calculating inverse of spatial covariance matrices (English)
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    22 December 2017
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    MLE
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    Matérn covariance models
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    ill-conditioned
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