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Flexible and efficient estimating equations for variogram estimation

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  • Sun, Ying
  • Chang, Xiaohui
  • Guan, Yongtao

Abstract

Variogram estimation plays a vastly important role in spatial modeling. Different methods for variogram estimation can be largely classified into least squares methods and likelihood based methods. A general framework to estimate the variogram through a set of estimating equations is proposed. This approach serves as an alternative approach to likelihood based methods and includes commonly used least squares approaches as its special cases. The proposed method is highly efficient as a low dimensional representation of the weight matrix is employed. The statistical efficiency of various estimators is explored and the lag effect is examined. An application to a hydrology data set is also presented.

Suggested Citation

  • Sun, Ying & Chang, Xiaohui & Guan, Yongtao, 2018. "Flexible and efficient estimating equations for variogram estimation," Computational Statistics & Data Analysis, Elsevier, vol. 122(C), pages 45-58.
    • Handle: RePEc:eee:csdana:v:122:y:2018:i:c:p:45-58
    DOI: 10.1016/j.csda.2017.12.006
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    4. Müller, Werner G., 1999. "Least-squares fitting from the variogram cloud," Statistics & Probability Letters, Elsevier, vol. 43(1), pages 93-98, May.
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    Cited by:

    1. Acosta, Jonathan & Alegría, Alfredo & Osorio, Felipe & Vallejos, Ronny, 2021. "Assessing the effective sample size for large spatial datasets: A block likelihood approach," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).

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