Work

Robust maximum Lq-likelihood covariance estimation for replicated spatial data

Year: 2025

Type: article

Abstract: Parameter estimation with the maximum Lq-likelihood estimator (MLqE) is an alternative to the maximum likelihood estimator (MLE) that considers the q-th power of the likelihood values for some 0

Source: Journal of Data Science Statistics and Visualisation

DOI: 10.52933/jdssv.v5i4.126

Authors: Sihan Chen, Joydeep Chowdhury, Marc G. Genton

Institution: King Abdullah University of Science and Technology

Language: English

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: King Abdullah University of Science and Technology

Award: G3427299100

OpenAlex ID: W4411054413

FWCI:

Cites: 33

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Related to: 10