A penalized likelihood method for nonseparable space–time generalized additive models
Author
Abstract
Suggested Citation
DOI: 10.1007/s10182-017-0309-0
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Michela Cameletti & Finn Lindgren & Daniel Simpson & Håvard Rue, 2013. "Spatio-temporal modeling of particulate matter concentration through the SPDE approach," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(2), pages 109-131, April.
- Huaihou Chen & Yuanjia Wang, 2011. "A Penalized Spline Approach to Functional Mixed Effects Model Analysis," Biometrics, The International Biometric Society, vol. 67(3), pages 861-870, September.
- Simon N. Wood & Yannig Goude & Simon Shaw, 2015. "Generalized additive models for large data sets," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 64(1), pages 139-155, January.
- Thomas Kneib & Torsten Hothorn & Gerhard Tutz, 2009. "Variable Selection and Model Choice in Geoadditive Regression Models," Biometrics, The International Biometric Society, vol. 65(2), pages 626-634, June.
- Augustin, Nicole H. & Musio, Monica & von Wilpert, Klaus & Kublin, Edgar & Wood, Simon N. & Schumacher, Martin, 2009. "Modeling Spatiotemporal Forest Health Monitoring Data," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 899-911.
- Huaihou Chen & Yuanjia Wang & Myunghee Cho Paik & H. Alex Choi, 2013. "A Marginal Approach to Reduced-Rank Penalized Spline Smoothing With Application to Multilevel Functional Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1216-1229, December.
- Ma, Chunsheng, 2003. "Spatio-temporal stationary covariance models," Journal of Multivariate Analysis, Elsevier, vol. 86(1), pages 97-107, July.
- Michael L. Stein, 2005. "Statistical methods for regular monitoring data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 667-687, November.
- Krivobokova, Tatyana & Kauermann, Goran, 2007. "A Note on Penalized Spline Smoothing With Correlated Errors," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1328-1337, December.
- X. Lin & D. Zhang, 1999. "Inference in generalized additive mixed modelsby using smoothing splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(2), pages 381-400, April.
- Helen Parise & M. P. Wand & David Ruppert & Louise Ryan, 2001. "Incorporation of historical controls using semiparametric mixed models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 50(1), pages 31-42.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Basile, Roberto & Durbán, María & Mínguez, Román & María Montero, Jose & Mur, Jesús, 2014. "Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 229-245.
- Ruiyan Luo & Xin Qi, 2023. "Nonlinear function‐on‐scalar regression via functional universal approximation," Biometrics, The International Biometric Society, vol. 79(4), pages 3319-3331, December.
- T. Subba Rao & Gyorgy Terdik, 2017. "A New Covariance Function and Spatio-Temporal Prediction (Kriging) for A Stationary Spatio-Temporal Random Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 936-959, November.
- Yuheng Ling, 2020. "Time, space and hedonic prediction accuracy: evidence from Corsican apartment markets," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 367-388, April.
- Benjamin Hofner & Andreas Mayr & Nikolay Robinzonov & Matthias Schmid, 2014. "Model-based boosting in R: a hands-on tutorial using the R package mboost," Computational Statistics, Springer, vol. 29(1), pages 3-35, February.
- Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle, 2021.
"Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies,"
The European Journal of Finance, Taylor & Francis Journals, vol. 27(1-2), pages 8-30, January.
- Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019. "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers 2019-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Hardle, 2020. "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," Papers 2009.04200, arXiv.org.
- Ma, Chunsheng, 2004. "Spatial autoregression and related spatio-temporal models," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 152-162, January.
- Longhi, Christian & Musolesi, Antonio & Baumont, Catherine, 2014.
"Modeling structural change in the European metropolitan areas during the process of economic integration,"
Economic Modelling, Elsevier, vol. 37(C), pages 395-407.
- Christian Longhi & Antonio Musolesi & Catherine Baumont, 2014. "Modeling structural change in the European metropolitan areas during the process of economic integration," Post-Print halshs-01228053, HAL.
- Sviták, Jan & Tichem, Jan & Haasbeek, Stefan, 2021. "Price effects of search advertising restrictions," International Journal of Industrial Organization, Elsevier, vol. 77(C).
- Philip Kostov, 2010. "Do Buyers’ Characteristics and Personal Relationships Affect Agricultural Land Prices?," Land Economics, University of Wisconsin Press, vol. 86(1), pages 48-65.
- Ding, Hui & Zhang, Jian & Zhang, Riquan, 2022. "Nonparametric variable screening for multivariate additive models," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
- Blöchl, Andreas, 2014. "Trend Estimation with Penalized Splines as Mixed Models for Series with Structural Breaks," Discussion Papers in Economics 18446, University of Munich, Department of Economics.
- Patrick Opiyo Owili & Wei-Hung Lien & Miriam Adoyo Muga & Tang-Huang Lin, 2017. "The Associations between Types of Ambient PM 2.5 and Under-Five and Maternal Mortality in Africa," IJERPH, MDPI, vol. 14(4), pages 1, March.
- I Gede Nyoman Mindra Jaya & Henk Folmer, 2024. "High-Resolution Spatiotemporal Forecasting with Missing Observations Including an Application to Daily Particulate Matter 2.5 Concentrations in Jakarta Province, Indonesia," Mathematics, MDPI, vol. 12(18), pages 1-29, September.
- Hofner, Benjamin & Mayr, Andreas & Schmid, Matthias, 2016. "gamboostLSS: An R Package for Model Building and Variable Selection in the GAMLSS Framework," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 74(i01).
- Zhang, Shen & Liu, Xin & Tang, Jinjun & Cheng, Shaowu & Qi, Yong & Wang, Yinhai, 2018. "Spatio-temporal modeling of destination choice behavior through the Bayesian hierarchical approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 537-551.
- Juan Armando Torres Munguía, 2018. "What is behind homicide gender gaps in Mexico? A spatial semiparametric approach," Ibero America Institute for Econ. Research (IAI) Discussion Papers 236, Ibero-America Institute for Economic Research.
- Mohammad Rafiqul Islam & Masud Alam & Munshi Naser .Ibne Afzal & Sakila Alam, 2021. "Nighttime Light Intensity and Child Health Outcomes in Bangladesh," Papers 2108.00926, arXiv.org, revised Sep 2022.
- Somnath Chaudhuri & Gerard Giménez-Adsuar & Marc Saez & Maria A. Barceló, 2022. "PandemonCAT: Monitoring the COVID-19 Pandemic in Catalonia, Spain," IJERPH, MDPI, vol. 19(8), pages 1-22, April.
- Víctor M. Guerrero & Daniela Cortés Toto & Hortensia J. Reyes Cervantes, 2018. "Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(1), pages 109-130, March.
More about this item
Keywords
Interpolation; Regression kriging; Smoothing; Spatial-temporal process;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:alstar:v:102:y:2018:i:3:d:10.1007_s10182-017-0309-0. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.