A Skew-Normal Spatial Simultaneous Autoregressive Model and its Implementation

被引：1
|
作者：
Jha, Sanjeeva Kumar [1 ]
Singh, Ningthoukhongjam Vikimchandra [1 ]
机构：
[1] North Eastern Hill Univ, Dept Stat, Shillong 793022, Meghalaya, India
来源：
SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY | 2023年 / 85卷 / 01期
关键词：
Spatial SAR models; Skew-normal distribution; Maximum likelihood; Differential evolution; FIELDS;
D O I：
10.1007/s13171-021-00246-3
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
: We propose generalization of the spatial Simultaneous Autoregressive (SAR) model on a lattice towards modelling for asymmetry. Under the assumption of skew-normal error structure, expression for density and characteristic function for the induced distribution of response are obtained. Full-likelihood based implementation of the proposed model to a real data set is performed using Differential Evolution (DE). The relevant results are reported and compared with the results from existing models.
引用
收藏
页码：306 / 323
页数：18
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