Performance of extrapolation based on Pitman's measure of closeness in spatial regression models with extended skew t innovations |
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Authors: | Mohammad Mehdi Saber |
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Institution: | Department of Statistics, Higher Education Center of Eghlid, Eghlid, Iran |
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Abstract: | Pitman's measure of closeness and mean square error of prediction are two well-known criteria for comparison between estimators and also between predictors. In a stationary first order multiplicative spatial autoregressive model, interpolation and extrapolation are compared based on these two criteria. A wide class of different innovation types are also studied containing Gaussian, exponential, asymmetric Laplace and extended skew t distributions. |
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Keywords: | MSAR model PMC Asymmetric Laplace Extended skew t |
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