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

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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• Matrix Algebra
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Cited in

(7)

• Estimation of spatial autoregressive models with measurement error for large data sets
• Marginal maximum likelihood estimation of SAR models with missing data
• 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
• Cell-specific and post-hoc spatial clustering tests based on nearest neighbor contingency tables
• Testing a linear relationship in varying coefficient spatial autoregressive models

Describes a project that uses

Uses Software

• robustbase
• spdep
• spBayes

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