Change search
ReferencesLink to record
Permanent link

Direct link
The Likelihood Ratio Statistic for Testing Spatial Independence using a Separable Covariance Matrix
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics. (computational biostatistics)ORCID iD: 0000-0003-1489-8512
2009 (English)Report (Other academic)
Abstract [en]

his paper deals with the problem of testing spatial independence for dependent observations. The sample observationmatrix is assumed to follow a matrix normal distribution with a separable covariance matrix, in other words it can be written as a Kronecker product of two positive definite matrices. Two cases are considered, when the temporal covariance is known and when it is unknown. When the temporal covariance is known, the maximum likelihood estimates are computed and the asymptotic null distribution is given. In the case when the temporal covariance is unknown the maximum likelihood estimates of the parameters are found by an iterative alternating algorithm

Place, publisher, year, edition, pages
LInköping: Matematiska institutionen Matematisk statistik. LInköpingsuniversitet , 2009. , 17 p.
, LiTH-MAI-R, 0348-2960, 2009:06
Keyword [en]
Kronecker products maximum likelihood
National Category
Probability Theory and Statistics
URN: urn:nbn:se:kth:diva-88874OAI: diva2:502538
QC 20120223Available from: 2012-02-14 Created: 2012-02-14 Last updated: 2012-02-23Bibliographically approved

Open Access in DiVA

No full text

Other links

Search in DiVA

By author/editor
Koski, Timo
By organisation
Mathematical Statistics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 23 hits
ReferencesLink to record
Permanent link

Direct link