Statistics for spatial data: by Noel Cressie, 1991, John Wiley & Sons, New York, 900 p., ISBN 0-471-84336-9, US $89.95

In this article we consider a pq-dimensional random vector x distributed normally with mean vector θ and covariance matrix Λ assumed to be positive definite. On the basis of N independent observations on the random vector x, we want to estimate parameters and test the hypothesis H: Λ = Ψ ⊗ Σ, where Ψ = (ψij): q × q, ψqq = 1, and Σ = (σij): p × p, and Λ = (ψijΣ), the Kronecker product of Ψ and Σ. That is instead of 1/2pq(pq + 1) parameters, it has only 1/2p(p + 1) + 1/2q(q + 1) − 1 parameters. A test based on the likelihood ratio is given to check if this model holds. And, when this model holds, we test the hypothesis that Ψ is a matrix with intraclass correlation structure. The maximum likelihood estimators (MLE) are obtained under the hypothesis as well as under the alternatives. Using these estimators the likelihood ratio tests (LRT) are obtained. One of the main objects of the paper is to show that the likelihood equations provide unique estimators.

/pdf/models-with-a-kronecker-product-covariance-structure-2bsq0q21w1.pdf

Models with a Kronecker product covariance structure: Estimation and testing

Undirected graphs can be used to describe matrix variate distributions. In this paper, we develop new methods for estimating the graphical structures and underlying parameters, namely, the row and column covariance and inverse covariance matrices from the matrix variate data. Under sparsity conditions, we show that one is able to recover the graphs and covariance matrices with a single random matrix from the matrix variate normal distribution. Our method extends, with suitable adaptation, to the general setting where replicates are available. We establish consistency and obtain the rates of convergence in the operator and the Frobenius norm. We show that having replicates will allow one to estimate more complicated graphical structures and achieve faster rates of convergence. We provide simulation evidence showing that we can recover graphical structures as well as estimating the precision matrices, as predicted by theory.

/pdf/gemini-graph-estimation-with-matrix-variate-normal-instances-43hf21ncfn.pdf

Gemini: Graph estimation with matrix variate normal instances

Geological data frequently have a heavy-tailed normal-in-the-middle distribution, which gives rise to grade distributions that appear to be normal except for the occurrence of a few outliers. This same situation also applies to log-transformed data to which lognormal kriging is to be applied. For such data, linear kriging is nonrobust in that (1)kriged estimates tend to infinity as the outliers do, and (2)it is also not minimum mean squared error. The more general nonlinear method of disjunctive kriging is even more nonrobust, computationally more laborious, and in the end need not produce better practical answers. We propose a robust kriging method for such nearly normal data based on linear kriging of an editing of the data. It is little more laborious than conventional linear kriging and, used in conjunction with a robust estimator of the variogram, provides good protection against the effects of data outliers. The method is also applicable to time series analysis.

Robust kriging-A proposal

pdf/gemini-graph-estimation-with-matrix-variate-normal-instances-18wr2qleln.pdf

The likelihood ratio test for a separable covariance matrix

Testing for directional symmetry in spatial dependence using the periodogram

Popular Tasks used by Researchers

How can I help with your research?

Get more enhanced response by uploading the PDFs you want me to reference.

No relevant PDFs in your library

SciSpace is the AI research assistant for academics. Run systematic literature reviews on 280M+ papers, and write papers with cited sources. Trusted by 1M+ students, PhDs & researchers.

SciSpace | AI for Research

We encountered an error while loading the panel. Please try refreshing the page.

Something went wrong

Analyze PDFs

Code & Manuscripts

Funding & Grants

Literature & Patents

Medical & Clinical Data

Systematic Review

Visualize & Present

Web & Data

Build a Google Scholar-like website for your research.

Build a website

Create charts and images for your research

Create a Chart

Write a paper for submission to a journal

Draft a manuscript

Patent Search

Design eye-catching scientific posters in minutes.

Scientific Poster Generation

Systematic Literature Review

Anyone with the link can view this chat. You can switch it back to private anytime.

One task is running at the moment. Your messages will be shown right after.

Drag and drop or click here to browse

Loved by <highlight>1 million+</highlight> researchers

Extract a list of specific topics and their sources from unstructured text

Topics

Compare and analyze relevant papers that matches with your search

Papers

Get insights from PDFs and bookmarked papers from your library

My library

Recent searches

Try searching for:

Catch AI-generated content in scholarly and non-scholarly content

{ai} Detector

Ai Writer

Get PDF Summaries, highlighted text explanations 

Chat with PDF

Effortlessly create in-text citations and bibliographies in APA and 2,500 other formats

Citation generator

Get explanations, summaries, and answers on academic papers

Ease up your research workflow with {scispace}'s cohort of exciting AI tools

Elevate your academic writing skills and convey your ideas the way you want

Paraphraser

Explore our range of reading and writing tools

Your file is being prepared and should be ready in a few minutes. If it's a large file, it might take a bit longer. You can close this window, and we'll email you the file when it's done.

You have reached a maximum limit of <strong>{limit}</strong> columns in the table. Remove at least <strong>1</strong> column to add or create another one.

Nelson Lu

Author Tools

Chat about Author

Papers

The likelihood ratio test for a separable covariance matrix

Testing for directional symmetry in spatial dependence using the periodogram