一种灵活的类克莱顿空间耦合及其在有界支撑数据中的应用

IF 1.4 3区 数学 Q2 STATISTICS & PROBABILITY Journal of Multivariate Analysis Pub Date : 2023-12-01 DOI:10.1016/j.jmva.2023.105277
Moreno Bevilacqua , Eloy Alvarado , Christian Caamaño-Carrillo
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引用次数: 0

摘要

高斯联结是一种强大的工具,已被广泛用于模拟具有任意边缘分布的空间和/或时间相关数据。然而,这种模型可能过于严格,因为它表达了反射对称依赖。在本文中,我们提出了一种新的空间联结模型,使得得到具有任意边缘分布的随机场成为可能,该随机场具有反射对称或非反射对称的依赖类型。特别地,我们提出了一种新的具有均匀边缘分布的随机场,它可以看作是经典Clayton copula模型的空间推广。它是通过对一个beta随机场的特定实例进行幂变换得到的,而beta随机场又是通过对两个独立的Gamma随机场进行变换得到的。对于所提出的随机场,我们研究了二阶性质,并给出了二元分布及其相关性的解析表达式。最后,在反射对称的情况下,我们研究了相关的几何性质。作为该模型的一个应用,我们重点研究了具有有界支持的数据的空间建模。具体来说,我们关注的是边际分布为beta型的空间回归模型。在模拟研究中,我们研究了使用加权两两复合似然方法来估计该模型。最后,以高斯copula为基准,对点参考植被指数数据进行分析,验证了该方法的有效性。我们的开发已经在R统计环境的开源包中实现。
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A flexible Clayton-like spatial copula with application to bounded support data

The Gaussian copula is a powerful tool that has been widely used to model spatial and/or temporal correlated data with arbitrary marginal distributions. However, this kind of model can potentially be too restrictive since it expresses a reflection symmetric dependence. In this paper, we propose a new spatial copula model that makes it possible to obtain random fields with arbitrary marginal distributions with a type of dependence that can be reflection symmetric or not.

Particularly, we propose a new random field with uniform marginal distributions that can be viewed as a spatial generalization of the classical Clayton copula model. It is obtained through a power transformation of a specific instance of a beta random field which in turn is obtained using a transformation of two independent Gamma random fields.

For the proposed random field, we study the second-order properties and we provide analytic expressions for the bivariate distribution and its correlation. Finally, in the reflection symmetric case, we study the associated geometrical properties. As an application of the proposed model we focus on spatial modeling of data with bounded support. Specifically, we focus on spatial regression models with marginal distribution of the beta type. In a simulation study, we investigate the use of the weighted pairwise composite likelihood method for the estimation of this model. Finally, the effectiveness of our methodology is illustrated by analyzing point-referenced vegetation index data using the Gaussian copula as benchmark. Our developments have been implemented in an open-source package for the R statistical environment.

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来源期刊
Journal of Multivariate Analysis
Journal of Multivariate Analysis 数学-统计学与概率论
CiteScore
2.40
自引率
25.00%
发文量
108
审稿时长
74 days
期刊介绍: Founded in 1971, the Journal of Multivariate Analysis (JMVA) is the central venue for the publication of new, relevant methodology and particularly innovative applications pertaining to the analysis and interpretation of multidimensional data. The journal welcomes contributions to all aspects of multivariate data analysis and modeling, including cluster analysis, discriminant analysis, factor analysis, and multidimensional continuous or discrete distribution theory. Topics of current interest include, but are not limited to, inferential aspects of Copula modeling Functional data analysis Graphical modeling High-dimensional data analysis Image analysis Multivariate extreme-value theory Sparse modeling Spatial statistics.
期刊最新文献
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