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Nonparametric estimation of generalized covariances by modeling on-line data

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Abstract

Structural analysis of data displaying trends may be performed with the help of generalized increments, the variance of these increments being a function of a generalized covariance. Generalized covariances are estimated primarily by parametric methods (i. e., methods searching for the best coefficients of a predetermined function), but also may be computed by one known nonparametric alternative. In this paper, a new nonparametric method is proposed. It is founded on the following principles: (1) least-squares residues are generalized increments; and (2) the generalized covariance is not a unique function, but a family of functions (the system is indeterminate). The method is presented in a general context of a k order trend in Rd, although the full solution is given only fork = I in Ri. In Ri, higher order trends may be developed easily with the equations included in this paper. For higher dimensions in space, the problem is more complex, but a research approach is proposed. The method is tested on soil pH data and compared to a parametric and nonparametric method.

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Correspondence to Paul Chiasson.

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Chiasson, P., Soulié, M. Nonparametric estimation of generalized covariances by modeling on-line data. Math Geol 29, 153–172 (1997). https://doi.org/10.1007/BF02769623

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  • DOI: https://doi.org/10.1007/BF02769623

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