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.

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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
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article

A Semi-parametric Estimation for Max-mixture Spatial Process

Pierre Ribereau, Véronique Maume-Deschamps, Manaf Ahmed
Revstat-statistical Journal
Bayesian Methods and Mixture Models
article

A Semi-parametric Estimation for Max-mixture Spatial Process

Pierre Ribereau, Véronique Maume-Deschamps, Manaf Ahmed
article en

Abstract

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.

Revstat-statistical Journal
Université Claude Bernard Lyon 1 (FR), University of Mosul (IQ)
Climate action
Openalex Percentile: Top 41%
Bayesian Methods and Mixture Models
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