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Author (up) Bevilacqua, M.; Caamano-Carrillo, C.; Arellano-Valle, R.B.; Gomez, C.
Title A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers Type
Year 2022 Publication Test Abbreviated Journal Test
Volume 31 Issue 3 Pages 644-674
Keywords Asymmetric random fields; Composite likelihood; Spatial outliers; Tukey-h distribution
Abstract In this paper, we propose a new class of non-Gaussian random fields named two-piece random fields. The proposed class allows to generate random fields that have flexible marginal distributions, possibly skewed and/or heavy-tailed and, as a consequence, has a wide range of applications. We study the second-order properties of this class and provide analytical expressions for the bivariate distribution and the associated correlation functions. We exemplify our general construction by studying two examples: two-piece Gaussian and two-piece Tukey-h random fields. An interesting feature of the proposed class is that it offers a specific type of dependence that can be useful when modeling data displaying spatial outliers, a property that has been somewhat ignored from modeling viewpoint in the literature for spatial point referenced data. Since the likelihood function involves analytically intractable integrals, we adopt the weighted pairwise likelihood as a method of estimation. The effectiveness of our methodology is illustrated with simulation experiments as well as with the analysis of a georeferenced dataset of mean temperatures in Middle East.
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ISSN 1133-0686 ISBN Medium
Area Expedition Conference
Notes WOS:000739261700001 Approved
Call Number UAI @ alexi.delcanto @ Serial 1518
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