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Abstract Details
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Activity Number:
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593
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Type:
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Invited
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Date/Time:
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Thursday, August 4, 2011 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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| Abstract - #300390 |
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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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Tailen Hsing*+ and Chunfeng Huang and Noel Cressie
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Companies:
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University of Michigan and Indiana University and The Ohio State University
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Address:
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Department of Statistics, Ann Arbor, MI, 48109-1107, USA
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Keywords:
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Spatial process ;
spectrum estimation ;
regularized smoothing ;
variogram estimation
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Abstract:
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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, 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 estimated spectrum is guaranteed to be conditionally negative-definite, a key property that characterizes the theoretical spectrum. The efficacy of the methodology is considered through a simulation study. Extensions to a larger class of spatial models will be discussed.
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