A Semi-parametric Estimation for Max-mixture Spatial Process
We propose a semi-parametric estimation procedure in order to estimate the parameters of a max-mixture model as an alternative to composite likelihood estimation. This procedure uses the F-madogram. We propose to minimize the square difference between the theoretical F-madogram and an empirical one. We evaluate the performance of this estimator through a simulation study and we compare our method to composite likelihood estimation. We apply our estimation procedure to daily rainfall data from East Australia.
Authors
- Pierre Ribereau
- Véronique Maume-Deschamps
- Manaf Ahmed
Institutions
- Université Claude Bernard Lyon 1 (FR)
- University of Mosul (IQ)
Publication Details
- Journal
- Revstat-statistical Journal
- Published
- 2024-11-20
- DOI
- https://doi.org/10.57805/shqphe20
- Primary Topic
- Bayesian Methods and Mixture Models
- Type
- article
- Field-Weighted Citation Impact
- 0.00