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Abstract Details

Activity Number: 410
Type: Contributed
Date/Time: Tuesday, July 31, 2012 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistics and the Environment
Abstract - #306463
Title: Robust Estimation of Multivariable Spatial Mixed Effects Models
Author(s): Casey Jelsema*+ and Rajib Paul and Joseph W McKean
Companies: Western Michigan University and Western Michigan University and Western Michigan University
Address: 3614 Kenbrooke Court, Kalamazoo, MI, 49006, United States
Keywords: Tyler ; scatter matrix ; heavy tails ; clouds

Many parametric estimation methods perform poorly when the distribution assumptions are not satisfied. For example the EM algorithm has been observed to be strongly dependent on the likelihood assumption. For multivariable spatial processes, we propose the use of a robust estimate based on Tyler's scatter matrix to estimate the spatial and cross-spatial dependence. We also propose the use of robust methods to estimate large-scale variation. We apply our method on a multivariable spatial mixed effects model to heavy-tailed spatial data on clouds obtained through NASA's MODIS satellite and compare it to other methods such as MOM estimation.

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