Nonparametric estimation of the variogram and its spectrum

Authors

Chunfeng Huang, Indiana University
Tailen Hsing, Seoul National University
Noel Cressie, University of WollongongFollow

RIS ID

71932

Publication Details

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

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.