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Biometrika 1987 74(3):640-642; doi:10.1093/biomet/74.3.640
© 1987 by Biometrika Trust
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MISCELLANEA

Problems with likelihood estimation of covariance functions of spatial Gaussian processes

J. J. WARNES and B. D. RIPLEY

Department of Mathematics, University of Strathclyde Glasgow G1 1XH, U.K.

Maximum likelihood has frequently been suggested as a way to estimate covariance parameters in spatial Gaussian processes. The results of some simple examples based on simulated data are discussed. It is shown by an example with real data that the profile likelihood can be multimodal, and that the global maximum may not correspond to a sensible value of the parameters.

Key Words: Gaussian process • Maximum likelihood • Multimodality • Spatial covariance


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