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Saber, Mohammad Mehdi, Nematollahi, Alireza, Mohammadzadeh, Mohsen. (1400). Extended Generalized Skew Laplace Random Field: Spatial Autoregressive and Moving Average Model for Prediction of Missing Data in Skew and Heavy Tailed Data. , 32(2), 169-178. doi: 10.22059/jsciences.2021.315726.1007606
Mohammad Mehdi Saber; Alireza Nematollahi; Mohsen Mohammadzadeh. "Extended Generalized Skew Laplace Random Field: Spatial Autoregressive and Moving Average Model for Prediction of Missing Data in Skew and Heavy Tailed Data". , 32, 2, 1400, 169-178. doi: 10.22059/jsciences.2021.315726.1007606
Saber, Mohammad Mehdi, Nematollahi, Alireza, Mohammadzadeh, Mohsen. (1400). 'Extended Generalized Skew Laplace Random Field: Spatial Autoregressive and Moving Average Model for Prediction of Missing Data in Skew and Heavy Tailed Data', , 32(2), pp. 169-178. doi: 10.22059/jsciences.2021.315726.1007606
Saber, Mohammad Mehdi, Nematollahi, Alireza, Mohammadzadeh, Mohsen. Extended Generalized Skew Laplace Random Field: Spatial Autoregressive and Moving Average Model for Prediction of Missing Data in Skew and Heavy Tailed Data. , 1400; 32(2): 169-178. doi: 10.22059/jsciences.2021.315726.1007606

Extended Generalized Skew Laplace Random Field: Spatial Autoregressive and Moving Average Model for Prediction of Missing Data in Skew and Heavy Tailed Data

Journal of Sciences, Islamic Republic of Iran
مقاله 7، دوره 32، شماره 2، مرداد 2021، صفحه 169-178    اصل مقاله (1.54 M)
نوع مقاله: Original Paper
شناسه دیجیتال (DOI): 10.22059/jsciences.2021.315726.1007606
نویسندگان
Mohammad Mehdi Saber* 1؛ Alireza Nematollahi2؛ Mohsen Mohammadzadeh3
11 Department of Statistics, Higher Education Center of Eghlid, Eghlid, Islamic Republic of Iran
22 Department of Statistics, Faculty of Sciences, Shiraz University, Shiraz, Islamic Republic of Iran
33 Department of Statistics, Faculty of Sciences, Tarbiat Modares University, Tehran, Islamic Republic of Iran
چکیده
In this paper, we define a spatial skew and heavy-tailed random field by an extended version of multivariate generalized skew Laplace distribution. The Bayesian spatial regression model is developed to explain the spatial data. A simulation study is then carried out to validate and evaluate the performance of the proposed model. The application of this model is also demonstrated in an analysis of a geological real data set.
کلیدواژه‌ها
Multivariate generalized skew Laplace distribution؛ SARMA model؛ MCMC algorithm
آمار
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