Copula-based semiparametric models for spatio-temporal data

Yanlin Tang, Huixia Judy Wang, Ying Sun, Amanda S Hering

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

The joint analysis of spatial and temporal processes poses computational challenges due to the data's high dimensionality. Furthermore, such data are commonly non-Gaussian. In this paper, we introduce a copula-based spatio-temporal model for analyzing spatio-temporal data and propose a semiparametric estimator. The proposed algorithm is computationally simple, since it models the marginal distribution and the spatio-temporal dependence separately. Instead of assuming a parametric distribution, the proposed method models the marginal distributions nonparametrically and thus offers more flexibility. The method also provides a convenient way to construct both point and interval predictions at new times and new locations, based on the estimated conditional quantiles. Through a simulation study and an analysis of wind speeds observed along the border between Oregon and Washington, we show that our method produces more accurate point and interval predictions for skewed data than those based on normality assumptions. This article is protected by copyright. All rights reserved.
Original languageEnglish (US)
Pages (from-to)1156-1167
Number of pages12
JournalBiometrics
Volume75
Issue number4
DOIs
StatePublished - Apr 22 2019

Fingerprint Dive into the research topics of 'Copula-based semiparametric models for spatio-temporal data'. Together they form a unique fingerprint.

Cite this