Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields
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DOI: 10.1007/s00184-009-0295-7
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References listed on IDEAS
- Ferreira, Marco A.R. & De Oliveira, Victor, 2007. "Bayesian reference analysis for Gaussian Markov random fields," Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 789-812, April.
- Håvard Rue, 2001. "Fast sampling of Gaussian Markov random fields," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 325-338.
- Julian Besag & Jeremy York & Annie Mollié, 1991. "Bayesian image restoration, with two applications in spatial statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(1), pages 1-20, March.
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Cited by:
- Li, Mengyuan & Yu, Dalei & Bai, Peng, 2013. "A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 568-572.
- Ferreira, Marco A.R. & Porter, Erica M. & Franck, Christopher T., 2021. "Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).
- Kęstutis Dučinskas & Lina Dreižienė, 2018. "Risks of Classification of the Gaussian Markov Random Field Observations," Journal of Classification, Springer;The Classification Society, vol. 35(3), pages 422-436, October.
- Lisa Henn & James S. Hodges, 2014. "Multiple Local Maxima in Restricted Likelihoods and Posterior Distributions for Mixed Linear Models," International Statistical Review, International Statistical Institute, vol. 82(1), pages 90-105, April.
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Keywords
Eigenvalues and eigenvectors; Profile likelihood; Restricted likelihood; Spatial data;All these keywords.
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