Assessing the estimation of nearly singular covariance matrices for modeling spatial variables

DOI10.1214/23-ejs2178OpenAlexW4388845575MaRDI QIDQ6144425

Ronny Vallejos, Jonathan Acosta, Javier J. Pérez

Publication date: 5 January 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-17/issue-2/Assessing-the-estimation-of-nearly-singular-covariance-matrices-for-modeling/10.1214/23-EJS2178.full

zbMATH Keywords

Vandermonde matrixspatial processestimation algorithmnearly singular covariance matrix

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Linear regression; mixed models (62J05) Applications of statistics to environmental and related topics (62P12)

Cites Work

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• Advanced Time Series Data Analysis
• Statistics for Spatial Data
• A Random Matrix-Theoretic Approach to Handling Singular Covariance Estimates
• On the condition number of covariance matrices in kriging, estimation, and simulation of random fields

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