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A BLOCKWISE EMPIRICAL LIKELIHOOD FOR SPATIAL LATTICE DATA

Daniel J. Nordman
Statistica Sinica
Vol. 18, No. 3 (July 2008), pp. 1111-1129
Stable URL: http://www.jstor.org/stable/24308533
Page Count: 19
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
A BLOCKWISE EMPIRICAL LIKELIHOOD FOR SPATIAL LATTICE DATA
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Abstract

This article considers an empirical likelihood method for data located on a spatial grid. The method allows inference on spatial parameters, such as means and variograms, without knowledge of the underlying spatial dependence structure. Log-likelihood ratios are shown to have chi-square limits under spatial dependence for calibrating tests and confidence regions, and maximum empirical likelihood estimators permit parameter estimation and testing of spatial moment conditions. A practical Bartlett correction is proposed to improve the coverage accuracy of confidence regions. The spatial empirical likelihood method is investigated through a simulation study and illustrated with a data example.

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