Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A Note on Eigenstructure of a Spatial Design Matrix In R1

  • Kim Hyoung-Moon (Department of Applied Statistics, Konkuk University) ;
  • Tarazaga Pablo (Department of Mathematics, Texas A&M University-Corpus Christi)
  • Published : 2005.12.01
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Abstract

Eigenstructure of a spatial design matrix of Matheron's variogram estimator in $R^1$ is derived. It is shown that the spatial design matrix in $R^1$ with n/2$\le$h < n has a nice spectral decomposition. The mean, variance, and covariance of this estimator are obtained using the eigenvalues of a spatial design matrix. We also found that the lower bound and the upper bound of the normalized Matheron's variogram estimator.

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References

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