One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic

DOI10.1016/j.jmva.2011.08.006zbMath1236.62051OpenAlexW1981462132WikidataQ104697205 ScholiaQ104697205MaRDI QIDQ764475

Catherine A. Calder, Noel Cressie, Hong-fei Liu

Publication date: 13 March 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.08.006

zbMATH Keywords

crimeMoran's Iexploratory spatial data analysis (ESDA)local indicators of spatial association (LISA)profile likelihood estimationspatial autoregressive (SAR) model

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (6)

Testing a linear relationship in varying coefficient spatial autoregressive models ⋮ Marginal maximum likelihood estimation of SAR models with missing data ⋮ Computational aspects of the EM algorithm for spatial econometric models with missing data ⋮ Estimation of spatial autoregressive models with measurement error for large data sets ⋮ Cell-specific and post-hoc spatial clustering tests based on nearest neighbor contingency tables ⋮ Statistical Inference on the Parametric Component in Partially Linear Spatial Autoregressive Models

Uses Software

• spdep
• robustbase
• spBayes

Cites Work

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• Robust Statistics
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Matrix Algebra
• Transformations Related to the Angular and the Square Root
• NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications

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