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http://dx.doi.org/10.5351/CKSS.2005.12.2.539

One-step Least Squares Fitting of Variogram  

Choi, Hye-Mi (Division of Applied Mathematics, KAIST)
Publication Information
Communications for Statistical Applications and Methods / v.12, no.2, 2005 , pp. 539-544 More about this Journal
Abstract
In this paper, we propose the one-step least squares method based on the squared differences to estimate the parameters of the variogram used for spatial data modelling, and discuss its asymptotic efficiency. The proposed method does not require to specify lags of interest and partition lags, so that we can delete the subjectiveness and ambiguity originated from the lag selection in estimating spatial dependence.
Keywords
Asymptotic efficiency; Generalized least squares estimation; Variogram;
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