Local linear regression estimation of the variogram
In this work, we introduce the local linear semivariogram. Several properties of this estimator are established and compared with those of the Nadaraya-Watson semivariogram. Finally, an adaptation of Shapiro and Botha's fit is applied to produce a valid estimator.
Year of publication: |
2003
|
---|---|
Authors: | García-Soidán, Pilar H. ; González-Manteiga, Wenceslao ; Febrero-Bande, Manuel |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 64.2003, 2, p. 169-179
|
Publisher: |
Elsevier |
Keywords: | Intrinsic stationarity Isotropy Local regression Variogram |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Generalized additive models for functional data
Febrero-Bande, Manuel, (2013)
-
Measures of influence for the functional linear model with scalar response
Febrero-Bande, Manuel, (2010)
-
Goodness-of-fit test for interest rate models: An approach based on empirical processes
Monsalve-Cobis, Abelardo, (2011)
- More ...