Analysis of latent Gaussian models with spatial dependence:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Köln
2016
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Inhaltsverzeichnis |
| Beschreibung: | 146 Seiten Diagramme, Karten |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV044231670 | ||
| 003 | DE-604 | ||
| 005 | 20170508 | ||
| 007 | t | ||
| 008 | 170320s2016 |||| m||| 00||| eng d | ||
| 035 | |a (OCoLC)975271192 | ||
| 035 | |a (DE-599)HBZHT019219195 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-N2 |a DE-384 |a DE-188 |a DE-355 | ||
| 084 | |a QC 150 |0 (DE-625)141256: |2 rvk | ||
| 084 | |a QH 300 |0 (DE-625)141566: |2 rvk | ||
| 100 | 1 | |a Vogler, Jan |e Verfasser |0 (DE-588)1017504687 |4 aut | |
| 245 | 1 | 0 | |a Analysis of latent Gaussian models with spatial dependence |c vorgelegt von Dipl.-Volkswirt Jan Vogler |
| 264 | 1 | |a Köln |c 2016 | |
| 300 | |a 146 Seiten |b Diagramme, Karten | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 502 | |b Dissertation |c Universität zu Köln |d 2016 | ||
| 650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kriminalität |0 (DE-588)4033178-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Staat |0 (DE-588)4056618-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Räumliche Statistik |0 (DE-588)4386767-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Probabilistische Testtheorie |0 (DE-588)4496586-2 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Prognose |0 (DE-588)4047390-9 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Räumliche Statistik |0 (DE-588)4386767-4 |D s |
| 689 | 0 | 1 | |a Staat |0 (DE-588)4056618-3 |D s |
| 689 | 0 | 2 | |a Kriminalität |0 (DE-588)4033178-7 |D s |
| 689 | 0 | 3 | |a Prognose |0 (DE-588)4047390-9 |D s |
| 689 | 0 | 4 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |D s |
| 689 | 0 | 5 | |a Probabilistische Testtheorie |0 (DE-588)4496586-2 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | |u http://digitool.hbz-nrw.de:1801/webclient/DeliveryManager?pid=7123055&custom_att_2=simple_viewer |y Analysis of latent Gaussian models with spatial dependence |3 Inhaltsverzeichnis | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029637311&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029637311 | ||
Datensatz im Suchindex
| _version_ | 1804177386421354496 |
|---|---|
| adam_text | C ONTENTS
1 INTRODUCTION 1
1.1 CONTRIBUTION AND O U TLIN E
..............................................................................
2
2 SPATIAL AUTOCORRELATION IN LINEAR SPATIAL MODELS 5
2.1 SPATIAL STOCHASTIC PROCESSES
.......................................................................
5
2.1.1 SPATIAL AUTOREGRESSIVE P RO C E S S
........................................................ 5
2.1.2 SPATIAL MOVING AVERAGE P R O C E S S
..................................................... 6
2.1.3 SPATIAL WEIGHT M ATRICES
....................................................................
6
2.1.4 CORRELATION STRUCTURE OF SPATIAL AUTOREGRESSIVE AND MOVING AV
ERAGE P RO C E SSE
S.................................................................................
7
2.2 LINEAR SPATIAL M
ODELS....................................................................................
8
2.3 ESTIMATION OF LINEAR SPATIAL M O D E LS
...........................................................10
2.4 SPARSE MATRIX TECHNIQUES FOR LARGE SA M P LE S
..............................................
15
3 SPATIAL LATENT GAUSSIAN MODELS 20
3.1 SPATIAL PROBIT M ODELS
.......................................................................................
21
3.2 SPATIAL COUNT DATA M O D E LS
..............................................................................
23
3.3 CENSORED DATA
.................................................................................................25
3.4 INFERENCE IN SPATIAL LATENT GAUSSIAN M ODELS
..............................................
25
3.4.1 GENERALIZED METHOD OF MOMENTS AND COMPOSITE MARGINAL LIKE
LIHOOD E STIM A TIO N
.................................................................................
26
3.4.2 MAXIMUM LIKELIHOOD ESTIM A TIO N
........................................................
31
3.4.3 BAYESIAN ESTIMATION OF SPATIAL LATENT GAUSSIAN M
ODELS.....................36
3.5 AUTO-MODELS: AN ALTERNATIVE TO LATENT GAUSSIAN M ODELS
.........................
40
4 MAXIMUM LIKELIHOOD ESTIMATION OF SPATIAL LATENT GAUSSIAN MODELS 43
4.1 SPATIAL DEPENDENT VARIABLE M O D E
LS................................................................45
4.1.1 BASELINE M O D E L
....................................................................................
45
4.1.2 SPATIAL PROBIT M
ODELS...........................................................................46
4.1.3 SPATIAL COUNT DATA M O D E LS
..................................................................47
4.1.4 CENSORED DATA
.....................................................................................48
4.2 SPATIAL EIS
.......................................................................................................
48
4.2.1 EIS PRINCIPLE
........................................................................................49
4.2.2 SEQUENTIAL EIS
.....................................................................................51
4.2.3 SEQUENTIAL EIS FOR SPATIAL M O D E LS
......................................................53
4.2.4 SPATIAL PROBIT M O D E L
...........................................................................
62
4.2.5 SPATIAL POISSON MODEL
.......................................................................
64
4.2.6 CENSORED DATA
.....................................................................................65
4.3 MONTE CARLO S TU D Y
...........................................................................................65
4.3.1 SPATIAL PROBIT M ODELS
...........................................................................
67
4.3.2 SPATIAL POISSON M O D E
LS........................................................................
68
4.4 EMPIRICAL A
PPLICATIONS.....................................................................................68
4.4.1 SPATIAL PROBIT FOR THE 1996 US PRESIDENTIAL E LE C TIO N
......................
68
4.4.2 SPATIAL COUNT MODEL FOR US FIRMS LOCATION C H O IC E S
...........................
70
4.5 C
ONCLUSIONS.......................................................................................................
71
4.6 TABLES AND F IG U RE S
...........................................................................................
73
5 COMPOSITE MARGINAL LIKELIHOOD ESTIMATION OF SPATIAL LATENT GAUSSIAN
MODELS 79
5.1 SPATIAL DEPENDENT VARIABLE M O D E
LS...............................................................80
5.2 COMPOSITE MARGINAL LIKELIHOOD A P P R O A C H
......................................................82
5.3 COMPUTATIONAL ISSU E
S........................................................................................84
5.4 MONTE CARLO S T U D Y
...........................................................................................84
5.5
CONCLUSION...........................................................................................................87
5.6 T A B LE S
.................................................................................................................88
6 A SPATIO-TEMPORAL PANEL COUNT MODEL FOR ANALYSIS AND PREDICTION OF
URBAN CRIME 91
6.1 PREDICTORS AND DEPENDENCE IN TIME AND SPACE OF CRIME RA TE S
......................
93
6.1.1 P RE D ICTO
RS..............................................................................................
93
6.1.2 SPATIAL DEPENDENCE
..............................................................................
94
6.1.3 TEMPORAL DEPENDENCE
...........................................................................
95
6.2 D A T A
....................................................................................................................
97
6.2.1 DATA
SOURCES...........................................................................................97
6.2.2 SOME DESCRIPTIVE S TA TIS TIC S
.................................................................. 98
6.3 SPATIO-TEMPORAL PANEL COUNT MODEL FOR C R IM E S
............................................
98
6.3.1 MODEL
SPECIFICATION..............................................................................98
6.3.2 STATIONARITY AND TIME-SPACE SEPARABILITY
.......................................
100
6.3.3 SPATIO-TEMPORAL EFFECTS OF THE COVARIATES
.........................................101
6.4 EIS BASED LIKELIHOOD
INFERENCE......................................................................
103
6.4.1
LIKELIHOOD............................................................................................104
6.4.2 SPATIAL E I S
.........................................................................................105
6.4.3 SMOOTHING AND P RE D ICTIO N
................................................................108
6.5 EMPIRICAL R E S U L T S
............................................................................................110
6.5.1 BASELINE M O D E L
..................................................................................
I L L
6.5.2 RANDOM EFFECTS C O V A RIA TE
S................................................................ 112
6.5.3 FULL M O D E
L............................................................................................113
6.5.4 PREDICTIVE M O D E L
...............................................................................
115
6.6 C
ONCLUSIONS.....................................................................................................
117
6.7 TABLES AND F IG U RE S
.........................................................................................121
7 CONCLUSIONS 131
|
| any_adam_object | 1 |
| author | Vogler, Jan |
| author_GND | (DE-588)1017504687 |
| author_facet | Vogler, Jan |
| author_role | aut |
| author_sort | Vogler, Jan |
| author_variant | j v jv |
| building | Verbundindex |
| bvnumber | BV044231670 |
| classification_rvk | QC 150 QH 300 |
| ctrlnum | (OCoLC)975271192 (DE-599)HBZHT019219195 |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02143nam a2200469 c 4500</leader><controlfield tag="001">BV044231670</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20170508 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">170320s2016 |||| m||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)975271192</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)HBZHT019219195</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-N2</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-355</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QC 150</subfield><subfield code="0">(DE-625)141256:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Vogler, Jan</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1017504687</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Analysis of latent Gaussian models with spatial dependence</subfield><subfield code="c">vorgelegt von Dipl.-Volkswirt Jan Vogler</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Köln</subfield><subfield code="c">2016</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">146 Seiten</subfield><subfield code="b">Diagramme, Karten</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="b">Dissertation</subfield><subfield code="c">Universität zu Köln</subfield><subfield code="d">2016</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kriminalität</subfield><subfield code="0">(DE-588)4033178-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Staat</subfield><subfield code="0">(DE-588)4056618-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Räumliche Statistik</subfield><subfield code="0">(DE-588)4386767-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Probabilistische Testtheorie</subfield><subfield code="0">(DE-588)4496586-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Prognose</subfield><subfield code="0">(DE-588)4047390-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Räumliche Statistik</subfield><subfield code="0">(DE-588)4386767-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Staat</subfield><subfield code="0">(DE-588)4056618-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Kriminalität</subfield><subfield code="0">(DE-588)4033178-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Prognose</subfield><subfield code="0">(DE-588)4047390-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="5"><subfield code="a">Probabilistische Testtheorie</subfield><subfield code="0">(DE-588)4496586-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://digitool.hbz-nrw.de:1801/webclient/DeliveryManager?pid=7123055&custom_att_2=simple_viewer</subfield><subfield code="y">Analysis of latent Gaussian models with spatial dependence</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029637311&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029637311</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV044231670 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:47:15Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029637311 |
| oclc_num | 975271192 |
| open_access_boolean | |
| owner | DE-N2 DE-384 DE-188 DE-355 DE-BY-UBR |
| owner_facet | DE-N2 DE-384 DE-188 DE-355 DE-BY-UBR |
| physical | 146 Seiten Diagramme, Karten |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| record_format | marc |
| spelling | Vogler, Jan Verfasser (DE-588)1017504687 aut Analysis of latent Gaussian models with spatial dependence vorgelegt von Dipl.-Volkswirt Jan Vogler Köln 2016 146 Seiten Diagramme, Karten txt rdacontent n rdamedia nc rdacarrier Dissertation Universität zu Köln 2016 Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Kriminalität (DE-588)4033178-7 gnd rswk-swf Staat (DE-588)4056618-3 gnd rswk-swf Räumliche Statistik (DE-588)4386767-4 gnd rswk-swf Probabilistische Testtheorie (DE-588)4496586-2 gnd rswk-swf Prognose (DE-588)4047390-9 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Räumliche Statistik (DE-588)4386767-4 s Staat (DE-588)4056618-3 s Kriminalität (DE-588)4033178-7 s Prognose (DE-588)4047390-9 s Ökonometrisches Modell (DE-588)4043212-9 s Probabilistische Testtheorie (DE-588)4496586-2 s DE-604 http://digitool.hbz-nrw.de:1801/webclient/DeliveryManager?pid=7123055&custom_att_2=simple_viewer Analysis of latent Gaussian models with spatial dependence Inhaltsverzeichnis DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029637311&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Vogler, Jan Analysis of latent Gaussian models with spatial dependence Ökonometrisches Modell (DE-588)4043212-9 gnd Kriminalität (DE-588)4033178-7 gnd Staat (DE-588)4056618-3 gnd Räumliche Statistik (DE-588)4386767-4 gnd Probabilistische Testtheorie (DE-588)4496586-2 gnd Prognose (DE-588)4047390-9 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4033178-7 (DE-588)4056618-3 (DE-588)4386767-4 (DE-588)4496586-2 (DE-588)4047390-9 (DE-588)4113937-9 |
| title | Analysis of latent Gaussian models with spatial dependence |
| title_auth | Analysis of latent Gaussian models with spatial dependence |
| title_exact_search | Analysis of latent Gaussian models with spatial dependence |
| title_full | Analysis of latent Gaussian models with spatial dependence vorgelegt von Dipl.-Volkswirt Jan Vogler |
| title_fullStr | Analysis of latent Gaussian models with spatial dependence vorgelegt von Dipl.-Volkswirt Jan Vogler |
| title_full_unstemmed | Analysis of latent Gaussian models with spatial dependence vorgelegt von Dipl.-Volkswirt Jan Vogler |
| title_short | Analysis of latent Gaussian models with spatial dependence |
| title_sort | analysis of latent gaussian models with spatial dependence |
| topic | Ökonometrisches Modell (DE-588)4043212-9 gnd Kriminalität (DE-588)4033178-7 gnd Staat (DE-588)4056618-3 gnd Räumliche Statistik (DE-588)4386767-4 gnd Probabilistische Testtheorie (DE-588)4496586-2 gnd Prognose (DE-588)4047390-9 gnd |
| topic_facet | Ökonometrisches Modell Kriminalität Staat Räumliche Statistik Probabilistische Testtheorie Prognose Hochschulschrift |
| url | http://digitool.hbz-nrw.de:1801/webclient/DeliveryManager?pid=7123055&custom_att_2=simple_viewer http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029637311&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT voglerjan analysisoflatentgaussianmodelswithspatialdependence |
Es ist kein Print-Exemplar vorhanden.
Inhaltsverzeichnis