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http://dx.doi.org/10.5351/KJAS.2016.29.5.835

Directional conditionally autoregressive models  

Kyung, Minjung (Department of Statistics, Duksung Women's University)
Publication Information
The Korean Journal of Applied Statistics / v.29, no.5, 2016 , pp. 835-847 More about this Journal
Abstract
To analyze lattice or areal data, a conditionally autoregressive (CAR) model has been widely used in the eld of spatial analysis. The spatial neighborhoods within CAR model are generally formed using only inter-distance or boundaries between regions. Kyung and Ghosh (2010) proposed a new class of models to accommodate spatial variations that may depend on directions. The proposed model, a directional conditionally autoregressive (DCAR) model, generalized the usual CAR model by accounting for spatial anisotropy. Properties of maximum likelihood estimators of a Gaussian DCAR are discussed. The method is illustrated using a data set of median property prices across Greater Glasgow, Scotland, in 2008.
Keywords
anisotropy; lattice data; spatial analysis; conditionally autoregressive models; maximum likelihood estimation;
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