TY - JOUR

T1 - Birnbaum–Saunders functional regression models for spatial data

AU - Martínez, Sergio

AU - Giraldo, Ramón

AU - LEIVA SANCHEZ, VICTOR ELISEO

PY - 2019/1/1

Y1 - 2019/1/1

N2 - With the advancement of technology, data are often recorded continuously and instantaneously. Since the early nineties, this kind of observations have been described by models for functional data. Usually a large set of records for each individual in the sample become in a curve (by using some smoothing method) which is considered as a realization of a random function. In functional regression models these curves are used to establish whether there is a relation with an scalar response (functional regression model with scalar response). If two or more sets of curves are obtained for each individual, more complex functional regression models can be established. In particular, in geosciences, where spatial statistics is a primary tool, functional regression is becoming more frequent. Therefore, it is of interest to develop methodologies for spatially correlated functional data. Also in geosciences, as well as in other areas, it is common that the response variables follow positive skew distributions (for example, those obtained in studies about the level of chemical elements in soil or air). Hence, the standard geostatistical assumption of Gaussian errors, or at least of symmetry, is inappropriate. This type of variables, in non-spatial contexts, have been successfully described by the Birnbaum–Saunders distribution, becoming its modeling a very active research field. However, the use of this distribution in the treatment of geostatistical data has only been applied under stationarity. This paper develops a Birnbaum–Saunders model for geostatistical data considering a non-stationary process using functional covariates. The corresponding parameters are estimated by maximum likelihood and their performance is evaluated through Monte Carlo simulations. We illustrate the proposed model with two geo-referenced data sets, which shows its potential applications and a better performance in relation to the Gaussian model.

AB - With the advancement of technology, data are often recorded continuously and instantaneously. Since the early nineties, this kind of observations have been described by models for functional data. Usually a large set of records for each individual in the sample become in a curve (by using some smoothing method) which is considered as a realization of a random function. In functional regression models these curves are used to establish whether there is a relation with an scalar response (functional regression model with scalar response). If two or more sets of curves are obtained for each individual, more complex functional regression models can be established. In particular, in geosciences, where spatial statistics is a primary tool, functional regression is becoming more frequent. Therefore, it is of interest to develop methodologies for spatially correlated functional data. Also in geosciences, as well as in other areas, it is common that the response variables follow positive skew distributions (for example, those obtained in studies about the level of chemical elements in soil or air). Hence, the standard geostatistical assumption of Gaussian errors, or at least of symmetry, is inappropriate. This type of variables, in non-spatial contexts, have been successfully described by the Birnbaum–Saunders distribution, becoming its modeling a very active research field. However, the use of this distribution in the treatment of geostatistical data has only been applied under stationarity. This paper develops a Birnbaum–Saunders model for geostatistical data considering a non-stationary process using functional covariates. The corresponding parameters are estimated by maximum likelihood and their performance is evaluated through Monte Carlo simulations. We illustrate the proposed model with two geo-referenced data sets, which shows its potential applications and a better performance in relation to the Gaussian model.

KW - Birnbaum–Saunders distribution

KW - Chemical data

KW - Functional data analysis

KW - Geostatistics

KW - Maximum likelihood estimation

KW - Monte Carlo simulation

KW - R software

UR - http://www.scopus.com/inward/record.url?scp=85069526464&partnerID=8YFLogxK

U2 - 10.1007/s00477-019-01708-9

DO - 10.1007/s00477-019-01708-9

M3 - Article

AN - SCOPUS:85069526464

JO - Stochastic Environmental Research and Risk Assessment

JF - Stochastic Environmental Research and Risk Assessment

SN - 1436-3240

ER -