Publicación:
A CLASS OF RANDOM FIELDS WITH TWO-PIECE MARGINAL DISTRIBUTIONS FOR MODELING POINT-REFERENCED DATA WITH SPATIAL OUTLIERS

dc.creatorCHRISTIAN ELOY CAAMAÑO CARRILLO
dc.date2022
dc.date.accessioned2025-01-10T15:28:52Z
dc.date.available2025-01-10T15:28:52Z
dc.date.issued2022
dc.description.abstractIN 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.
dc.formatapplication/pdf
dc.identifier.doi10.1007/s11749-021-00797-5
dc.identifier.issn1863-8260
dc.identifier.issn1133-0686
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/12216
dc.languagespa
dc.publisherTEST
dc.relation.uri10.1007/s11749-021-00797-5
dc.rightsPUBLICADA
dc.titleA CLASS OF RANDOM FIELDS WITH TWO-PIECE MARGINAL DISTRIBUTIONS FOR MODELING POINT-REFERENCED DATA WITH SPATIAL OUTLIERS
dc.title.alternativeUNA CLASE DE CAMPOS ALEATORIOS CON DISTRIBUCIONES MARGINALES DE DOS PIEZAS PARA MODELAR DATOS REFERENCIADOS A PUNTOS CON VALORES ATÍPICOS ESPACIALES
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
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