Objective Bayesian analysis for a spatial model with nugget effects

DOI10.1016/j.jspi.2012.02.034zbMath1237.62034OpenAlexW2045188610MaRDI QIDQ419315

Cuirong Ren, Chong He, Dongchu Sun

Publication date: 18 May 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.02.034

zbMATH Keywords

reference priorJeffreys priorintegrated likelihoodpropriety of posteriorfrequentist coverage probability

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

Related Items

Objective Bayesian analysis for CAR models ⋮ Objective Bayesian analysis for autoregressive models with nugget effects ⋮ Robust Gaussian stochastic process emulation ⋮ Learning semiparametric regression with missing covariates using Gaussian process models ⋮ Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging ⋮ Propriety of the reference posterior distribution in Gaussian process modeling ⋮ Jointly robust prior for Gaussian stochastic process in emulation, calibration and variable selection ⋮ Objective Bayesian analysis of spatial models with separable correlation functions ⋮ Robust prediction interval estimation for Gaussian processes by cross-validation method

Uses Software

• spatial
• spBayes

Cites Work

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• Statistical Methods for Spatial Data Analysis
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• On multimodality of the likelihood in the spatial linear model
• Bayesian Prediction of Transformed Gaussian Random Fields
• Objective Bayesian Analysis of Spatially Correlated Data
• Bayesian inference for variance components using only error contrasts
• Objective Bayesian analysis of spatial data with measurement error
• Statistical Inference for Spatial Processes