Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Revista de Investigacion Operacional Année : 2020

Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models

Résumé

Max-mixture processes are defined as Z = max(aX, (1 − a)Y) with X an asymptotic dependent (AD) process, Y an asymptotic independent (AI) process and a ∈ [0, 1]. So that, the mixing coefficient a may reveal the strength of the AD part present in the max-mixture process. In this paper we focus on two tests based on censored pairwise likelihood estimates. We compare their performance through an extensive simulation study. Monte Carlo simulation plays a fundamental tool for asymptotic variance calculations. We apply our tests to daily precipitations from the East of Australia. Drawbacks and possible developments are discussed.
Fichier principal
Vignette du fichier
New version4122017.pdf (1.02 Mo) Télécharger le fichier
Map.jpg (56.52 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-01655031 , version 1 (07-12-2017)

Identifiants

Citer

Abdul-Fattah Abu-Awwad, Véronique Maume-Deschamps, Ribereau Pierre. Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models. Revista de Investigacion Operacional, 2020, 41 (1), pp.1-26. ⟨10.48550/arXiv.1712.02990⟩. ⟨hal-01655031⟩
268 Consultations
111 Téléchargements

Altmetric

Partager

Gmail Mastodon Facebook X LinkedIn More