Maximum-likelihood estimation for multivariate spatial linear coregionalization models
نویسندگان
چکیده
منابع مشابه
Maximum-likelihood estimation for multivariate spatial linear coregionalization models
A multivariate spatial linear coregionalization model is considered that incorporates the Matérn class of covariograms. An EM algorithm is developed for maximum-likelihood estimation that has a few desirable properties and is capable of handling high-dimensional data. Most estimates in the EM algorithm are updated through closed form expressions and these estimates automatically satisfy necessa...
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ژورنال
عنوان ژورنال: Environmetrics
سال: 2007
ISSN: 1180-4009,1099-095X
DOI: 10.1002/env.807