Multilevel modeling using spatial processes: application to the Singapore housing market

DOI10.1016/J.CSDA.2006.11.019MaRDI QIDQ1019990zbMATH OpenOpenAlexFDO

Authors Alan E. Gelfand, Sudipto Banerjee, C. F. Sirmans, Yong Tu, Seow Eng Ong

Publication date 29 May 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2006.11.019

zbMATH Keywords

kernel convolutionmultiplicative interactionsmultivariate spatial processesspatially varying coefficients

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• Constructing and fitting models for cokriging and multivariable spatial prediction
• scientific article; zbMATH DE number 2020395 (Why is no real title available?)
• scientific article; zbMATH DE number 1522729 (Why is no real title available?)
• scientific article; zbMATH DE number 1748473 (Why is no real title available?)
• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
• Interpolation of spatial data. Some theory for kriging
• Model choice: a minimum posterior predictive loss approach
• Space and space-time modeling using process convolutions
• Spatial Modeling With Spatially Varying Coefficient Processes

Cited in

(11)

• Computational techniques for applied econometric analysis of macroeconomic and financial processes
• Max-and-smooth: a two-step approach for approximate Bayesian inference in latent Gaussian models
• Forecasting electricity demand in Japan: a Bayesian spatial autoregressive ARMA approach
• A hierarchical Bayesian model for spatial prediction of multivariate non-Gaussian random fields
• Spatial Modeling With Spatially Varying Coefficient Processes
• Varying coefficient models and design choice for Bayes linear emulation of complex computer models with limited model evaluations
• On the Effects of Spatial Confounding in Hierarchical Models
• Bayesian Spatial Blind Source Separation via the Thresholded Gaussian Process
• Meta-Kriging: Scalable Bayesian Modeling and Inference for Massive Spatial Datasets
• Modelling the impact of socioeconomic structure on spatial health outcomes
• Escaping RGBland: selecting colors for statistical graphics

Describes a project that uses

Uses Software

• BayesDA
• spBayes

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