Scientific article
English

A Non-Gaussian Spatial Generalized Linear Latent Variable Model

Publication date2012
Abstract

We consider a spatial generalized linear latent variable model with and without nor- mality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simu- lations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents.

Keywords
  • Copula
  • Factor analysis
  • Latent variable
  • Mixture of Gaussians
  • Multi- variate random field
  • Non-normal
  • Spatial data
Citation (ISO format)
IRINCHEEVA, Irina, CANTONI, Eva, GENTON, Marc G. A Non-Gaussian Spatial Generalized Linear Latent Variable Model. In: Journal of agricultural, biological, and environmental statistics, 2012, vol. 17, n° 3, p. 332–353. doi: 10.1007/s13253-012-0099-5
Main files (1)
Article (Accepted version)
accessLevelPrivate
Identifiers
Journal ISSN1085-7117
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Technical informations

Creation21/09/2012 13:35:00
First validation21/09/2012 13:35:00
Update14/03/2023 17:41:23
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