A non–stationary non–Gaussian hedonic spatial model for house selling prices

DOI10.1080/03610918.2019.1704418zbMath1489.62372OpenAlexW2998315310MaRDI QIDQ5866130

Victor De Oliveira, Mark D. Ecker

Publication date: 13 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1704418

zbMATH Keywords

Bayesian analysisgeostatisticsspatial correlationhedonic modelshoglotlocalized externality

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Bayesian inference (62F15)

Related Items (1)

A directionally varying change points model for quantifying the impact of a point source

Cites Work

• Unnamed Item
• On the distribution of the product of correlated normal random variables
• A model for estimating point sources in spatial data
• Model-based geostatistics.
• Parametric covariance models for shock-induced stochastic processes
• Parametric nonstationary correlation models
• Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality
• Non-Gaussian Bayesian Geostatistical Modeling
• On the product of symmetric random variables

This page was built for publication: A non–stationary non–Gaussian hedonic spatial model for house selling prices