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Taylor & Francis, Technometrics, 2(50), p. 216-227

DOI: 10.1198/004017008000000226

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Loss function approaches to predict a spatial quantile and its exceedance region

Journal article published in 2007 by Peter F. Craigmile, Jian Zhang, Noel A. Cressie ORCID
This paper was not found in any repository, but could be made available legally by the author.
This paper was not found in any repository, but could be made available legally by the author.

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Abstract

An important problem in spatial statistics is to predict a spatial quantile and its associated exceedance region. This has applications in environmental sciences, natural resources, and agriculture, since unusual events tend to have a strong impact on the environment. In this dissertation, we first review loss-function approaches to quantify exceedances. We then develop a method for the prediction of the spatial exceedance region involving a class of loss functions based on image metrics. We give special attention to Baddeley's loss function, for which we calibrate the choice of a tuning parameter. We then propose a joint-loss approach for the prediction of both a spatial quantile and its associated exceedance region. The optimal predictor is obtained by minimizing the posterior expected loss, given the spatial-trend, noise, and spatial-covariance parameters. In practice, the parameters are estimated and the minimization involves simulated annealing. We compare various predictors' performances through a simulation and apply our methodology to a spatial dataset of decadal temperature change over the Americas.