Errors-In-Variables Estimation for Gaussian Lattice Schemes

It can happen that the variates of primary interest in a simple Gaussian lattice scheme are not directly observable. An errors-in-variables formulation may then be appropriate. This note describes the corresponding maximum-likelihood estimation of unknown parameter values. An example is given.

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Bibliographische Detailangaben
Veröffentlicht in:	Journal of the Royal Statistical Society. Series B, Methodological Methodological, 1977, Vol.39 (1), p.73-78
1. Verfasser:	Besag, Julian
Format:	Artikel
Sprache:	eng
Schlagworte:	Analytical estimating auto‐normal schemes Boundary conditions Coefficients Conditional probabilities Density estimation errors in variables Estimation methods Least squares Mathematical independent variables simultaneous autoregression spatial interaction Spectral energy distribution Statistical analysis statistical analysis of lattice schemes
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Beschreibung
Zusammenfassung:	It can happen that the variates of primary interest in a simple Gaussian lattice scheme are not directly observable. An errors-in-variables formulation may then be appropriate. This note describes the corresponding maximum-likelihood estimation of unknown parameter values. An example is given.
ISSN:	0035-9246 1369-7412 2517-6161 1467-9868
DOI:	10.1111/j.2517-6161.1977.tb01607.x