Journal of the Korean Statistical Society

  • 제34권3호
  • /
  • Pages.173-183
  • /
  • 2005
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

A STUDY ON THE EFFECT OF POWER TRANSFORMATION IN SPATIAL STATISTIC ANALYSIS

  • LEE JIN-HEE (Cancer Registration Branch, Research Institute for National Cancer Control and Evaluation) ;
  • SHIN KEY-IL (Department of Statistics, Hankuk University of Foreign Studies)
  • 발행 : 2005.09.01
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

The Box-Cox power transformation is generally used for variance stabilization. Recently, Shin and Kang (2001) showed, under the Box-Cox transformation, invariant properties to the original model under the large mean and relatively small variance assumptions in time series analysis. In this paper we obtain some invariant properties in spatial statistics. Spatial statistics, Invariant Property, Variogram, Box-Cox power Transformation.

키워드

참고문헌

  1. Box, G. E. P., Cox, D. R. (1964). 'An analysis of transformations', Journal of the Royal Statistical Society Series B, 26, 211-252
  2. CRESSlE, N. A. C. (1993). 'Statistics for spatial data', John Wiley and Sons, Inc.
  3. CRESSIE, N., HAWKINS, D. M. (1980). 'Robust estimation of the variogram', Mathematical Geology, 12, No.2, 115-125 https://doi.org/10.1007/BF01035243
  4. GENTON, M. C. (1998). 'Highly robust variogram estimation', Mathematical Geology, 30, No.2, 213-221 https://doi.org/10.1023/A:1021728614555
  5. GOOVAERTS P. (1997). 'Geostatistics for natural resources evaluation', Oxford University Press, New York
  6. GRANGER, C. W. J., NEWBOLD, P. (1976). 'Forecasting Transformed Series', Journal of the Royal Statistical Society, Series B(Methodological), 38, Issue 2, 189-203
  7. GRIFFITH, D., PAELINCK, J., GASTEL, R. V. (1998). 'The Box-Cox Transformation: Computational and interpretation features of the parameters', Econometric Advances in Spatial Modelling and Methodology, 46-56
  8. KALUZNY, S. P., VEGA, S. C., CARDOSO, T. P., SHELLY, A. A. (1998). 'S+SpatialStats User's Manual for Windows and UNIX', Springer
  9. MATHERON, G. (1962). 'Traite de Geostatistique appliquee', Tome I. Memoires du Bureau de Recherches Geologiques et Minieres, No. 14, Editions Technip, Paris
  10. SHIN, K-I., KANG, H-J. (2001). 'A study on the effect of power transformation in the ARMA(p,q) model', Journal of Applied Statistics, 28, No.8, 1019-1028 https://doi.org/10.1080/02664760120076689