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Abstract Details
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Activity Number:
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85
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Type:
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Contributed
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Date/Time:
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Sunday, July 29, 2012 : 4:00 PM to 5:50 PM
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Sponsor:
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Section on Statistics and the Environment
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| Abstract - #304531 |
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Title:
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A Semiparametric Epidemic-Type Aftershock Sequence Model and Its Efficiency Bounds
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Author(s):
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Feng-Chang Lin*+
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Companies:
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The University of North Carolina at Chapel Hill
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Address:
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160 N. Medical Drive, Chapel Hill, NC, 27599, United States
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Keywords:
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Earthquake sequence modeling ;
Modulated renewal process ;
Multiplicative self-exciting process ;
Refractory background seismicity ;
Semiparametric Efficiency
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Abstract:
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We consider a generalization of the semiparametric epidemic-type aftershock sequence model with a multiplicative form, which allows both background seismicity and effect of the magnitude to be time dependent. In contrast to an additive model we previously studied, semiparametric efficiency can be reached by pseudo partial likelihood estimation even when the underlying process is not Poisson. Further, the baseline intensity can be estimated by smoothing a Breslow-type empirical estimation to uncover the trajectory of the background seismicity. Simulation experiments are provided to demonstrate the robustness of our estimation. An earthquake sequence recorded in the central part of Taiwan is analyzed to demonstrate the practical use of our method.
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Authors who are presenting talks have a * after their name.
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