Skip to main content

Nonparametric estimation of the variogram and its spectrum

Journal Article


Abstract


  • 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. © 2011 Biometrika Trust.

Authors


  •   Huang, Chunfeng (external author)
  •   Hsing, Tailen (external author)
  •   Cressie, Noel A.

Publication Date


  • 2011

Citation


  • Huang, C., Hsing, T. & Cressie, N. A. (2011). Nonparametric estimation of the variogram and its spectrum. Biometrika, 98 (4), 775-789.

Scopus Eid


  • 2-s2.0-82255192881

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2267

Number Of Pages


  • 14

Start Page


  • 775

End Page


  • 789

Volume


  • 98

Issue


  • 4

Abstract


  • 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. © 2011 Biometrika Trust.

Authors


  •   Huang, Chunfeng (external author)
  •   Hsing, Tailen (external author)
  •   Cressie, Noel A.

Publication Date


  • 2011

Citation


  • Huang, C., Hsing, T. & Cressie, N. A. (2011). Nonparametric estimation of the variogram and its spectrum. Biometrika, 98 (4), 775-789.

Scopus Eid


  • 2-s2.0-82255192881

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2267

Number Of Pages


  • 14

Start Page


  • 775

End Page


  • 789

Volume


  • 98

Issue


  • 4