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Article
Data sources: zbMATH Open
Theory of Probability and Its Applications
Article . 1993 . Peer-reviewed
Data sources: Crossref
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Cross-Validation and Variogram Estimation

Cross-validation and variogram estimation
Authors: Myers, D. E.;

Cross-Validation and Variogram Estimation

Abstract

One of the methods used for the interpolation of spatially correlated data is known as kriging, which is a regression technique. Consider a model of the form \(Z(x)\), a random function defined in \(p\)-dimensional space satisfying a weak stationarity condition as follows: \[ \begin{aligned} & E[Z(x + h) - Z(x)] = 0 \text{ for all } x, h;\tag\text{i}\\ &\gamma(h) = 0.5 Var\{Z(x + h) - Z(x)\}\text{ exists and depends only on }h.\tag\text{ii}\end{aligned} \] The objective is to estimate \(Z(x_ 0)\) or \(Z_ v\) where \(Z_ v\) is a spatial average over a \(p\)-dimensional volume given by data \(Z(x_ 1),\dots,Z(x_ n)\). The estimator is a linear function of the data \(\sum \beta_ i(x_ 0) Z(x_ i)\), the coefficients being determined by requiring that the estimator be unbiased and that the estimation error has minimum variance resulting in a linear system of equations: \[ \begin{aligned} & \sum \beta_ i(x_ 0) \gamma(x_ i - x_ j) + \mu(x_ 0) = \gamma(x_ 0 - x_ j);\quad j = 1,\dots,n,\\ & \sum \beta_ i (x_ 0) = 1.\end{aligned} \] The minimal variance is computed from the variogram model, which, in turn, must be estimated and modeled from the data. In the case of the estimation of a spatial average the terms on the right- hand side are replaced by averages.

Keywords

Time series, auto-correlation, regression, etc. in statistics (GARCH), Inference from spatial processes, minimum variance, spatial average, kriging, weak stationarity condition, interpolation of spatially correlated data, cross-validation, variogram model

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
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