Nonparametric estimation of the variogram and its spectrum

• 成果类型: Article
• 署名作者: Huang, Chunfeng; Hsing, Tailen; Cressie, Noel
• 署名单位: Indiana University System; Indiana University Bloomington; University of Michigan System; University of Michigan; University System of Ohio; Ohio State University
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asr056
• 发表日期: 2011
• 页码: 775789
• 关键词: density; models

摘要

In the study of intrinsically stationary spatial processes, a new nonparametric variogram estimator is proposed through its spectral representation. The methodology is based on estimation of the variogram's spectrum by solving a regularized inverse problem through quadratic programming. The estimated variogram is guaranteed to be conditionally negative-definite. Simulation shows that our estimator is flexible and generally has smaller mean integrated squared error than the parametric estimator under model misspecification. Our methodology is applied to a spatial dataset of decadal temperature changes.