Abstract
In the analysis of regionalized data, irregular sampling patterns are often responsible for large deviations (fluctuations) between the theoretical and sample semi-variograms. This article proposes a new semi-variogram estimator that is unbiased irrespective of the actual multivariate distribution of the data (provided an assumption of stationarity) and has the minimal variance under a given multivariate distribution model. Such an estimator considerably reduces fluctuations in the sample semi-variogram when the data are strongly correlated and clustered in space, and proves to be robust to a misspecification of the multivariate distribution model. The traditional and proposed semi-variogram estimators are compared through an application to a pollution dataset.
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The author acknowledges the sponsoring by Codelco-Chile for supporting this research.
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Emery, X. Reducing fluctuations in the sample variogram. Stoch Environ Res Risk Assess 21, 391–403 (2007). https://doi.org/10.1007/s00477-006-0072-3
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DOI: https://doi.org/10.1007/s00477-006-0072-3