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

页码：306 / 323

页数：18

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