The poly‐log Weibull model applied to space‐time interpolation of temperature

In this paper, a multivariate log‐Weibull model for spatially dependent data is defined by marginalizing a conditional Pareto distribution with respect to a shared spatial random effect of alpha‐stable distributions. Some properties of this new model are derived, and procedures for the estimation and inference are discussed. An application is developed to study observed temperature data sets collected from weather stations in the Brazilian Amazon.