Performance of extrapolation based on Pitman's measure of closeness in spatial regression models with extended skew t innovations

DOI10.1080/03610926.2017.1408830OpenAlexW2780447496MaRDI QIDQ5022773

Mohammad Mehdi Saber

Publication date: 19 January 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1408830

zbMATH Keywords

asymmetric LaplacePMCMSAR modelextended skew \(t\)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Non-stationary spatial autoregressive modeling for the prediction of lattice data

Cites Work

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• Bayesian spatial regression models with closed skew normal correlated errors and missing observations
• Multivariate extended skew-\(t\) distributions and related families
• Time series: theory and methods.
• Bayesian analysis of regression models with spatially correlated errors and missing observations
• Comparison of Two Estimation Methods of Missing Values Using Pitman-Closeness Criterion
• Regression Models with Spatially Correlated Errors
• Comparison of spatial interpolation methods in the first order stationary multiplicative spatial autoregressive models
• On the estimation of missing values in AR(1) model with exponential innovations

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