A Skew-Normal Spatial Simultaneous Autoregressive Model and its Implementation

被引：0
|
作者：
Sanjeeva Kumar Jha
Ningthoukhongjam Vikimchandra Singh
机构：
[1] North-Eastern Hill University,Department of Statistics
来源：
Sankhya A | 2023年 / 85卷
关键词：
Spatial SAR models; Skew-normal distribution; Maximum likelihood; Differential evolution.; Primary 62H11; Secondary 62M30;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Abstract: 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.
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页码：306 / 323
页数：17
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