Influence diagnostics in elliptical spatial linear models

Fernanda De Bastiani (), Audrey Mariz de Aquino Cysneiros (), Miguel Uribe-Opazo () and Manuel Galea ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2015, vol. 24, issue 2, 322-340

Abstract: In recent years, there has been a growing interest in statistical methods for the analysis of spatially referenced data. The spatial dependence structure modeling is an indispensable tool to estimate the parameters that define this structure. In this paper, we use the family of elliptical distributions to estimate the spatial dependence in referenced data. Thus we extend the Gaussian spatial linear model. Also we use the local influence methodology to assess the sensitivity of the maximum likelihood estimators to small perturbations in the data and/or in the spatial linear model assumptions. The methodology is illustrated with a real data set. The results allowed us to conclude that the presence of atypical values in the sample data have a strong influence, changing the spatial dependence structure. Also we have included a small simulation study. Copyright Sociedad de Estadística e Investigación Operativa 2015

Keywords: Elliptical distributions; Geostatistics; Local influence; Maximum likelihood; Spatial variability; 62H11; 62J20; 62F99 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s11749-014-0409-z

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