A Skew-Normal Spatial Simultaneous Autoregressive Model and its Implementation

Sanjeeva Kumar Jha () and Ningthoukhongjam Vikimchandra Singh ()
Additional contact information
Sanjeeva Kumar Jha: North-Eastern Hill University
Ningthoukhongjam Vikimchandra Singh: North-Eastern Hill University

Sankhya A: The Indian Journal of Statistics, 2023, vol. 85, issue 1, No 12, 306-323

Abstract: Abstract Abstract: We propose generalization of the spatial Simultaneous Autoregressive (SAR) model on a lattice towards modelling for asymmetry. Under the assumption of skew-normal error structure, expression for density and characteristic function for the induced distribution of response are obtained. Full-likelihood based implementation of the proposed model to a real data set is performed using Differential Evolution (DE). The relevant results are reported and compared with the results from existing models.

Keywords: Spatial SAR models; Skew-normal distribution; Maximum likelihood; Differential evolution.; Primary 62H11; Secondary 62M30 (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s13171-021-00246-3 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sankha:v:85:y:2023:i:1:d:10.1007_s13171-021-00246-3

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/13171

DOI: 10.1007/s13171-021-00246-3

Access Statistics for this article

Sankhya A: The Indian Journal of Statistics is currently edited by Dipak Dey

More articles in Sankhya A: The Indian Journal of Statistics from Springer, Indian Statistical Institute
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().