Likelihood Inference in A Multivariate Spatial GLMM with Skew Gaussian Random Effects Using the Slice-SAB Algorithm

Likelihood Inference in A Multivariate Spatial GLMM with Skew Gaussian Random Effects Using the Slice-SAB Algorithm

This paper introduces a multivariate skew Gaussian process and uses it to extend the family of multivariate spatial generalized linear mixed models to include skew Gaussian random effects. In this setting, the param- eter estimation encounters problems because the likelihood function involves high d...

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Bibliographic Details
Main Authors: Firoozeh Rivaz, Majid Jafari Khaledi
Format: Article
Language:English
Published: Atlantis Press 2017-02-01
Series:Journal of Statistical Theory and Applications (JSTA)
Subjects:
Multivariate spatial data; Random effects; Maximum likelihood estimates; Boosting; Stochastic approximation; Skew normal.
Online Access:https://www.atlantis-press.com/article/25872958.pdf

Internet

https://www.atlantis-press.com/article/25872958.pdf

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