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Activity Number:
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166
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Type:
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Contributed
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Date/Time:
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Monday, August 3, 2009 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #303761 |
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Title:
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Nonparametric Estimation of the Variogram and Its Spectrum
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Author(s):
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Chunfeng Huang*+ and Tailen Hsing and Noel A. Cressie
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Companies:
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Indiana University and University of Michigan and The Ohio State University
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Address:
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Department of Statistics, Bloomington, IN, 47408,
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Keywords:
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Intrinsically Stationary ; Isotropic ; Regularized Inverse Problem ; Quadratic Programming
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Abstract:
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In the study of isotropic 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, here for the isotropic case, which is formulated in terms of solving a regularized inverse problem. The numerical implementation that solves the regularized inverse problem uses quadratic programming. The efficacy of our methodology is considered through a simulation study. Estimates of the spectrum and the variogram are obtained for a data set of temperature changes.
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