Asymptotic normality of the Nadaraya-Watson semivariogram estimators

DOI10.1007/S11749-006-0016-8MaRDI QIDQ2477586zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 14 March 2008

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-006-0016-8

zbMATH Keywords

asymptotic normalityintrinsic stationarityisotropykernelrandom processvariogram

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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Cites work

• Approximate lognormality of the sample semi-variogram under a gaussian process
• Highly robust variogram estimation
• Local linear regression estimation of the variogram.
• Nonparametric kernel estimation of an isotropic variogram.
• On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters
• On the nonparametric estimation of covariance functions
• Properties of nonparametric estimators of autocovariance for stationary random fields

Cited in

(7)

• Local linear regression estimation of the variogram.
• A review of nonparametric hypothesis tests of isotropy properties in spatial data
• A general frequency domain method for assessing spatial covariance structures
• A frequency domain empirical likelihood method for irregularly spaced spatial data
• Study of spatial relationships between two sets of variables: a nonparametric approach
• Nonparametric spatial prediction under stochastic sampling design
• scientific article; zbMATH DE number 7148739 (Why is no real title available?)

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