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:: Volume 12, Issue 2 (3-2019) ::
JSS 2019, 12(2): 513-525 Back to browse issues page
Estimating of Spatial Covariance Function Using Block Differenced Composite Likelihood
Ali Mohammadian Mosammam *, Serve Mohammadi
Abstract:   (6459 Views)

In this paper parameters of spatial covariance functions have been estimated using block composite likelihood method. In this method, the block composite likelihood is constructed from the joint densities of paired spatial blocks. For this purpose, after differencing data, large data sets are splited into many smaller data sets. Then each separated blocks evaluated separately and finally combined through a simple summation. The advantage of this method is that there is no need to inverse and to find determination of high dimensional matrices. The simulation shows that the block composite likelihood estimates as well as the pair composite likelihood. Finally a real data is analysed.

Keywords: Spatial Statistics, Stationary, Isotropic, Godambe Information, Block Composite Likelihood.
Full-Text [PDF 226 kb]   (1211 Downloads)    
Type of Study: Research | Subject: Spatial Statistics
Received: 2015/08/25 | Accepted: 2017/01/9 | Published: 2018/05/20
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Mohammadian Mosammam A, Mohammadi S. Estimating of Spatial Covariance Function Using Block Differenced Composite Likelihood. JSS 2019; 12 (2) :513-525
URL: http://jss.irstat.ir/article-1-394-en.html

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Volume 12, Issue 2 (3-2019) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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