Estimation in Truncated GLG Model for Ordered Categorical Spatial Data Using the SAEM Algorithm

DOI10.1080/03610918.2012.707722zbMath1291.62112OpenAlexW2063562771MaRDI QIDQ5415867

Majid Jafari Khaledi, Marjan Kaveh

Publication date: 19 May 2014

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.707722

zbMATH Keywords

SAEM algorithmoutlierMCMCcategorical responsescale mixing

Mathematics Subject Classification ID

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

Related Items (1)

A univariate procedure for monitoring location and dispersion with ordered categorical data

Uses Software

• GSLIB

Cites Work

• Bayesian prediction of clipped Gaussian random fields.
• Convergence of a stochastic approximation version of the EM algorithm
• A clipped latent variable model for spatially correlated ordered categorical data
• Maximum likelihood estimation via the ECM algorithm: A general framework
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Coupling a stochastic approximation version of EM with an MCMC procedure
• Non-Gaussian Bayesian Geostatistical Modeling

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