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A Skew-Normal Spatial Simultaneous Autoregressive Model and its Implementation

Author

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  • Sanjeeva Kumar Jha

    (North-Eastern Hill University)

  • Ningthoukhongjam Vikimchandra Singh

    (North-Eastern Hill University)

Abstract

Abstract: We propose generalization of the spatial Simultaneous Autoregressive (SAR) model on a lattice towards modelling for asymmetry. Under the assumption of skew-normal error structure, expression for density and characteristic function for the induced distribution of response are obtained. Full-likelihood based implementation of the proposed model to a real data set is performed using Differential Evolution (DE). The relevant results are reported and compared with the results from existing models.

Suggested Citation

  • Sanjeeva Kumar Jha & Ningthoukhongjam Vikimchandra Singh, 2023. "A Skew-Normal Spatial Simultaneous Autoregressive Model and its Implementation," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 306-323, February.
    • Handle: RePEc:spr:sankha:v:85:y:2023:i:1:d:10.1007_s13171-021-00246-3
    DOI: 10.1007/s13171-021-00246-3
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    References listed on IDEAS

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    1. Lee, Duncan, 2013. "CARBayes: An R Package for Bayesian Spatial Modeling with Conditional Autoregressive Priors," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 55(i13).
    2. Arjun Gupta & John Chen, 2004. "A class of multivariate skew-normal models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(2), pages 305-315, June.
    3. Bhat, Chandra R. & Astroza, Sebastian & Hamdi, Amin S., 2017. "A spatial generalized ordered-response model with skew normal kernel error terms with an application to bicycling frequency," Transportation Research Part B: Methodological, Elsevier, vol. 95(C), pages 126-148.
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