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