Nonparametric estimation of the variogram and its spectrum

Chunfeng Huang, Tailen Hsing and Noel Cressie

Biometrika, 2011, vol. 98, issue 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. Copyright 2011, Oxford University Press.

Date: 2011
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