One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic

DOI10.1016/J.JMVA.2011.08.006zbMATH Open1236.62051OpenAlexW1981462132WikidataQ104697205 ScholiaQ104697205MaRDI QIDQ764475FDOQ764475

Authors: Catherine A. Calder, Noel Cressie, Hongfei Li 

Publication date: 13 March 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.08.006

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zbMATH Keywords

crimeMoran's Iexploratory spatial data analysis (ESDA)local indicators of spatial association (LISA)profile likelihood estimationspatial autoregressive (SAR) model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

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• One-Step Huber Estimates in the Linear Model
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• Matrix Algebra
• Spatial modeling of regional variables
• ``Student and small-sample theory.
• Transformations Related to the Angular and the Square Root
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Cited In (7)

• Estimation of spatial autoregressive models with measurement error for large data sets
• Computational aspects of the EM algorithm for spatial econometric models with missing data
• More on the APLE statistic
• Statistical inference on the parametric component in partially linear spatial autoregressive models
• Marginal maximum likelihood estimation of SAR models with missing data
• Cell-specific and post-hoc spatial clustering tests based on nearest neighbor contingency tables
• Testing a linear relationship in varying coefficient spatial autoregressive models

Uses Software

• robustbase
• spdep
• spBayes

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