A comparison of algorithms for maximum likelihood estimation of Spatial GLM models
In spatial generalized linear mixed models, spatial correlation is assumed by adding normal latent variables to the model. In these models because of the non-Gaussian spatial response and the presence of latent variables the likelihood function cannot usually be given in a closed form, thus the maximum likelihood approach is very challenging. The main purpose of this paper is to introduce two new algorithms for the maximum likelihood estimations of parameters and to compare them in terms of speed and accuracy with existing algorithms. The presented algorithms are applied to a simulation study and their performance are compared.
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Variational Bayesian Analysis of Skew Spatial Regression Model Based on a flexible Subclass of Closed Skew-Normal Distribution
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Journal of Statistical Sciences, -
Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach
Hila Rezaei *, Gholamhossien Golarzi,
Journal of Industrial Management, -
Bayesian Analysis of Latent Variables in Spatial GLM Models with Stationary Skew Gaussian Random Field
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Journal of Statistical Sciences,