Title
Nonparametric estimation of the variogram and its spectrum
Document Type
Journal Article
RIS ID
71932
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.
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Publication Details
Huang, C., Hsing, T. & Cressie, N. (2011). Nonparametric estimation of the variogram and its spectrum. Biometrika, 98 (4), 775-789.