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The plurigaussian model is particularly suited to describe categorical regionalized variables. Starting from a simple principle, the thresh-olding of one or several Gaussian random fields (GRFs) to obtain categories, the plurigaussian model is well adapted for a wide range ofsituations. By acting on the form of the thresholding rule and/or the threshold values (which can vary along space) and the variograms ofthe underlying GRFs, one can generate many spatial configurations for the categorical variables. One difficulty is to choose variogrammodel for the underlying GRFs. Indeed, these latter are hidden by the truncation and we only observe the simple and cross-variogramsof the category indicators. In this paper, we propose a semiparametric method based on the pairwise likelihood to estimate the empiricalvariogram of the GRFs. It provides an exploratory tool in order to choose a suitable model for each GRF and later to estimate its param-eters. We illustrate the efficiency of the method with a Monte-Carlo simulation study .The method presented in this paper is implemented in the R packageRGeostats.
The saddlepoint approximation gives an approximation to the density of a random variable in terms of its moment generating function. When the underlying random variable is itself the sum of $n$ unobserved i.i.d. terms, the basic classical result is t
The James-Stein estimator is an estimator of the multivariate normal mean and dominates the maximum likelihood estimator (MLE) under squared error loss. The original work inspired great interest in developing shrinkage estimators for a variety of pro
In this article, by using composite asymmetric least squares (CALS) and empirical likelihood, we propose a two-step procedure to estimate the conditional value at risk (VaR) and conditional expected shortfall (ES) for the GARCH series. First, we perf
We consider the asymptotic behaviour of the marginal maximum likelihood empirical Bayes posterior distribution in general setting. First we characterize the set where the maximum marginal likelihood estimator is located with high probability. Then we
We find limiting distributions of the nonparametric maximum likelihood estimator (MLE) of a log-concave density, that is, a density of the form $f_0=expvarphi_0$ where $varphi_0$ is a concave function on $mathbb{R}$. The pointwise limiting distributi