Nonparametric variogram and covariogram estimation with Fourier-Bessel matrices (Q1874120): Difference between revisions

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+Highly robust variogram estimation
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+Variogram fitting by generalized least squares using an explicit formula for the covariance structure
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+The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution
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+The correlation structure of Matheron's classical variogram estimator under elliptically contoured distributions
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+Moments of skew-normal random vectors and their quadratic forms
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+Eigenstructures of spatial design matrices
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+On the nonparametric estimation of covariance functions
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+Inner product matrices, kriging, and nonparametric estimation of variogram
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+Variogram fitting with a general class of conditionally nonnegative definite functions
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+The Discrete Cosine Transform
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+Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
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+Publication:1874120