Caragea, Petruta C.; Smith, Richard L. - In: Journal of Multivariate Analysis 98 (2007) 7, pp. 1417-1440
Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the...