Title

Median based covariogram estimators reduce bias

RIS ID

73056

Publication Details

Cressie, N. A. & Glonek, G. (1984). Median based covariogram estimators reduce bias. Statistics and Probability Letters, 2 (5), 299-304.

Abstract

The usual product moment covariogram estimator of a Gaussian process can have appreciable bias. This article shows that the bias is decreased when the sample mean X in the estimator is replaced with med(X), the sample median (provided a mild condition on the negative covariances is satisfied). Identical conclusions are drawn, even when the Gaussian process is (symmetrically) contaminated. 1984.

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