Objective Bayesian analysis of spatial data with measurement error |
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Authors: | Victor De Oliveira |
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Affiliation: | Department of Management Science and Statistics The University of Texas at San Antonio San Antonio, TX 78249, USA |
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Abstract: | 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. |
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Keywords: | Frequentist properties Jeffreys prior nugget effect reference prior |
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