Analysis of multivariate spatial data using latent variables

Abstract

Introduction 2 The generalized shifted-factor model 3 Identification and interpretation of shifts 10 4 Estimation, inference, and prediction 12 5 Simulation results References 26 LATENT VARIABLE MODELING OF MULTIVARIATE SPATIAL

Latent Variable Analysis of Multivariate Spatial Data

“…In all simulations and the example to follow, SS(È) in (13) was minimized using a modi ed Gauss-Newton algorithm discussed by Christensen (1999) that is robust in the presence of near-singular matrix inversions. Parameter estimation and all other calculations were performed in S-PLUS.…”