Approximations to the Maximum Likelihood Equations for Some Gaussian Random Fields

Abstract

A new approximation to the maximum likelihood equations for a Gaussian first order conditional scheme is proposed. The approximated equations include edge correction terms and contain errors only from the four corners. By simulation, the new estimates are compared with those due to Besag (1974), which are based on a considerably coarser approximation, but the improved approximation seems to improve the estimator only if the interaction is strong and then only slightly.

Keywords

MathematicsEstimatorGaussianMaximum likelihoodGaussian random fieldApplied mathematicsMathematical analysisGaussian processStatistics

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Publication Info

Year: 1983
Type: article
Volume: 10
Issue: 3
Pages: 239-246
Citations: 13
Access: Closed

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APA Style

                            
                                    Hans R. Künsch
                                
                            (1983). 
                            Approximations to the Maximum Likelihood Equations for Some Gaussian Random Fields. 
                            Scandinavian Journal of Statistics
                            , 10
                            (3)
                            , 239-246.