kppmenet: combining the kppm and elastic net regularization for inhomogeneous Cox point process with correlated covariates

Achmad Choiruddin, Tabita Yuni Susanto, Ahmad Husain and Yuniar Mega Kartikasari

Journal of Applied Statistics, 2024, vol. 51, issue 5, 993-1006

Abstract: The $ \mathtt {kppm} $ kppm is a standard procedure to estimate the parameters of the inhomogeneous Cox point process. However, the procedure cannot handle the problem when the models involve correlated covariates. In this study, we develop the $ \mathtt {kppmenet} $ kppmenet, the modified version of the $ \mathtt {kppm} $ kppm, for the inhomogeneous Cox point process involving correlated covariates by considering elastic net regularization. We compare the methodology in a simulation study and apply it to model major-shallow earthquake distribution in Sumatra, Indonesia. We conclude that the $ \mathtt {kppmenet} $ kppmenet outperforms $ \mathtt {kppm} $ kppm when correlated covariates are involved.

Date: 2024
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DOI: 10.1080/02664763.2023.2207786

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