Mathematical Geology

, Volume 30, Issue 1, pp 95–108

Maximum Likelihood Estimation of Spatial Covariance Parameters

  • Eulogio Pardo-Igúzquiza

Abstract

In this paper, the maximum likelihood method for inferring the parameters of spatial covariances is examined. The advantages of the maximum likelihood estimation are discussed and it is shown that this method, derived assuming a multivariate Gaussian distribution for the data, gives a sound criterion of fitting covariance models irrespective of the multivariate distribution of the data. However, this distribution is impossible to verify in practice when only one realization of the random function is available. Then, the maximum entropy method is the only sound criterion of assigning probabilities in absence of information. Because the multivariate Gaussian distribution has the maximum entropy property for a fixed vector of means and covariance matrix, the multinormal distribution is the most logical choice as a default distribution for the experimental data. Nevertheless, it should be clear that the assumption of a multivariate Gaussian distribution is maintained only for the inference of spatial covariance parameters and not necessarily for other operations such as spatial interpolation, simulation or estimation of spatial distributions. Various results from simulations are presented to support the claim that the simultaneous use of maximum likelihood method and the classical nonparametric method of moments can considerably improve results in the estimation of geostatistical parameters.

geostatistics maximum likelihood estimation spatial covariance sampling distribution mean square error 

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Copyright information

© International Association for Mathematical Geology 1998

Authors and Affiliations

  • Eulogio Pardo-Igúzquiza
    • 1
  1. 1.Department of Mining and Mineral EngineeringUniversity of Leeds, Leeds LS2 9JT, United KingdomUnited Kingdom
  2. 2.Department of MeteorologyUniversity of ReadingReadingUnited Kingdom

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