Objective Bayesian analysis of spatial data with measurement error

被引:26
作者
De Oliveira, Victor [1 ]
机构
[1] Univ Texas, Dept Management Sci & Stat, San Antonio, TX 78249 USA
来源
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 2007年 / 35卷 / 02期
关键词
frequentist properties; Jeffreys prior; nugget effect; reference prior;
D O I
10.1002/cjs.5550350206
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];
摘要
The author shows how geostatistical data that contain measurement errors can be analyzed objectively by a Bayesian approach using Gaussian random fields. He proposes a reference prior and two versions of Jeffreys' prior for the model parameters. He studies the propriety and the existence of moments for the resulting posteriors. He also establishes the existence of the mean and variance of the predictive distributions based on these default priors. His reference prior derives from a representation of the integrated likelihood that is particularly convenient for computation and analysis. He further shows that these default priors are not very sensitive to some aspects of the design and model, and that they have good frequentist properties. Finally, he uses a data set of carbon/nitrogen ratios from an agricultural field to illustrate his approach.
引用
收藏
页码:283 / 301
页数:19
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