Mathematical Geology

, Volume 30, Issue 2, pp 213–221 | Cite as

Highly Robust Variogram Estimation

  • Marc G. Genton
Article

Abstract

The classical variogram estimator proposed by Matheron is not robust against outliers in the data, nor is it enough to make simple modifications such as the ones proposed by Cressie and Hawkins in order to achieve robustness. This paper proposes and studies a variogram estimator based on a highly robust estimator of scale. The robustness properties of these three estimators are analyzed and compared. Simulations with various amounts of outliers in the data are carried out. The results show that the highly robust variogram estimator improves the estimation significantly.

spatial statistics robust variogram scale estimation M-estimator influence function breakdown point 

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Copyright information

© International Association for Mathematical Geology 1998

Authors and Affiliations

  • Marc G. Genton
    • 1
  1. 1.Department of MathematicsSwiss Federal Institute of TechnologyLausanneSwitzerland

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