Covariance tapering for likelihood-based estimation in large spatial data sets

One of these approximations simply replaces the model covariance with a tapered version, whereas the other is motivated by the theory of unbiased estimating equations. Focusing on the particular case of the Matérn class of covariance functions, we give conditions under which estimators maximizing the tapering approximations are, like the maximum likelihood estimator, strongly consistent. Moreover, we show in a simulation study that the tapering estimators can have sampling densities quite similar to that of the maximum likelihood estimator, even when the degree of tapering is severe.

We illustrate the accuracy and computational gains of the tapering methods in an analysis of yearly total precipitation anomalies at weather stations in the United States.