Article ID Journal Published Year Pages File Type
1144813 Journal of the Korean Statistical Society 2012 15 Pages PDF
Abstract

A critical step for geostatistical prediction is estimation of variogram from the data. One of the popular methods estimating variogram is a smoothed version of classical nonparametric variogram estimator. In this paper we investigate its theoretical and empirical properties to provide useful information for using it. The main results are based on asymptotic theories (i.e., risk and central limit theorem) under nearly infill domain sampling. Simulation is also employed to make our points.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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