In this article, we propose two methods for estimating space and space-time covariance functions from a Gaussian random field, based on the composite likelihood idea. The first method relies on the maximization of a weighted version of the composite likelihood function, while the second one is based on the solution of a weighted composite score equation. This last scheme is quite general and could be applied to any kind of composite likelihood. An information criterion for model selection based on the first estimation method is also introduced. The methods are useful for practitioners looking for a good balance between computational complexity and statistical efficiency. The effectiveness of the methods is illustrated through examples, simulation experiments, and by analyzing a dataset on ozone measurements. © 2012 American Statistical Association.

Estimating space and space-time covariance functions: a weighted composite likelihood approach

BEVILACQUA, MORENO;GAETAN, Carlo;
2012-01-01

Abstract

In this article, we propose two methods for estimating space and space-time covariance functions from a Gaussian random field, based on the composite likelihood idea. The first method relies on the maximization of a weighted version of the composite likelihood function, while the second one is based on the solution of a weighted composite score equation. This last scheme is quite general and could be applied to any kind of composite likelihood. An information criterion for model selection based on the first estimation method is also introduced. The methods are useful for practitioners looking for a good balance between computational complexity and statistical efficiency. The effectiveness of the methods is illustrated through examples, simulation experiments, and by analyzing a dataset on ozone measurements. © 2012 American Statistical Association.
File in questo prodotto:
File Dimensione Formato  
bevilacqua-gaetan-mateu-porcu_jasa_2012.pdf

non disponibili

Tipologia: Altro materiale relativo al prodotto (file audio, video, ecc.)
Licenza: Accesso chiuso-personale
Dimensione 440.04 kB
Formato Adobe PDF
440.04 kB Adobe PDF   Visualizza/Apri

I documenti in ARCA sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10278/29262
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 94
  • ???jsp.display-item.citation.isi??? 89
social impact