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Nonparametric Conditional Risk Mapping Under Heteroscedasticity.
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- Author(s): Fernández-Casal, Rubén; Castillo-Páez, Sergio; Francisco-Fernández, Mario
- Source:
Journal of Agricultural, Biological & Environmental Statistics (JABES); Mar2024, Vol. 29 Issue 1, p56-72, 17p- Subject Terms:
- Source:
- Additional Information
- Abstract: A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation techniques with nonparametric estimations of the trend and the variability. The nonparametric local linear estimator, considering a bandwidth matrix selected by a method that takes the spatial dependence into account, is used to estimate the trend. The variability is modeled estimating the conditional variance and the variogram from corrected residuals to avoid the biasses. The proposed method allows to obtain estimates of the conditional exceedance risk in non-observed spatial locations. The performance of the approach is analyzed by simulation and illustrated with the application to a real data set of precipitations in the USA.Supplementary materials accompanying this paper appear on-line. [ABSTRACT FROM AUTHOR]
- Abstract: Copyright of Journal of Agricultural, Biological & Environmental Statistics (JABES) is the property of Springer Nature and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
- Abstract:
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