Asymptotics for REML estimation of spatial covariance parameters

  • Noel Cressie
  • , Soumendra Nath Lahiri

Research output: Contribution to journalArticlepeer-review

Abstract

In agricultural field trials, restricted maximum likelihood estimation (REML) of the spatial covariance parameters is often preferred to maximum likelihood. Although it has either been conjectured or assumed that REML estimators are asymptotically Gaussian, conditions under which such asymptotic results hold are clearly needed. This article gives checkable conditions for spatial regression when sampling locations are either on a rectangular grid or are irregularly spaced but satisfy certain growth conditions.

Original languageEnglish
Pages (from-to)327-341
Number of pages15
JournalJournal of Statistical Planning and Inference
Volume50
Issue number3
DOIs
StatePublished - Mar 15 1996

Keywords

  • Agricultural field trials
  • General linear model
  • Maximum likelihood estimation
  • Regular lattice data
  • Spatial regression

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