Fixed-domain Asymptotic Properties of Tapered Maximum Likelihood Estimators

@inproceedings{Du2008FixeddomainAP,
  title={Fixed-domain Asymptotic Properties of Tapered Maximum Likelihood Estimators},
  author={Juan Du and Hao Zhang and V. Mandrekar},
  year={2008}
}
When the spatial sample size is extremely large which occurs in many environmental and ecological studies, operations on the large covariance matrix are a numerical challenge. Covariance tapering is a technique to alleviate the numerical challenges. Under the assumption that data are collected along a line in a bounded region, we investigate how the tapering affects the asymptotic efficiency of the maximum likelihood estimator (MLE) for the microergodic parameter in the Matérn covariance… CONTINUE READING
Highly Cited
This paper has 46 citations. REVIEW CITATIONS

From This Paper

Topics from this paper.

Citations

Publications citing this paper.
Showing 1-10 of 30 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 32 references

Comparison of observed 10 m wind speeds to those based on Monin-Obukhov similarity theory using aircraft and surface data from the International H2O Project

  • D. Stassberg, M. A. LeMone, T. T. Warner, J. G. Alfieri
  • Mon. Wea. Rev
  • 2008
Highly Influential
8 Excerpts

Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process

  • Z. Ying
  • J. Multivar. Anal. 36, 280-296.
  • 1991
Highly Influential
10 Excerpts

Handbook of Mathematical Functions

  • M. Abramowitz, I. Stegun
  • U.S. Govern-
  • 1967
Highly Influential
5 Excerpts

Maximum likelihood estimation of parameters under a spatial sampling scheme

  • Z. Ying
  • Ann. Statist. 21, 1567-1590.
  • 1993
Highly Influential
3 Excerpts

Asymptotically efficient prediction of a random field with a misspecified covariance function

  • M. L. Stein
  • The Annals of Statistics 16, 55-63.
  • 1988
Highly Influential
3 Excerpts

Spatial Statistics

  • B. D. Ripley
  • Wiley, New York.
  • 1981
Highly Influential
1 Excerpt

Linear Models

  • S. R. Searle
  • Wiley, New York.
  • 1971
Highly Influential
1 Excerpt

NCAR/CU surface vegetation observation network during the international H2O Project 2002 field campaign

  • M. A. LeMone, F. Chen, +7 authors R. Grossman
  • Bulletin of the American Meteorological Society,
  • 2007
1 Excerpt

Similar Papers

Loading similar papers…