Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Maximum‐likelihood estimation for multivariate spatial linear coregionalization models
10.1002/env.807.abs
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 necessary constraints. The model and algorithm are illustrated through a real example. Copyright © 2006 John Wiley & Sons, Ltd.
Maximum‐likelihood estimation for multivariate spatial linear coregionalization models
10.1002/env.807.abs
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 necessary constraints. The model and algorithm are illustrated through a real example. Copyright © 2006 John Wiley & Sons, Ltd.
Maximum‐likelihood estimation for multivariate spatial linear coregionalization models
Zhang, Hao (Autor:in)
Environmetrics ; 18 ; 125-139
01.03.2007
15 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
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