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http://dx.doi.org/10.5351/CKSS.2005.12.3.653

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)
Publication Information
Communications for Statistical Applications and Methods / v.12, no.3, 2005 , pp. 653-657 More about this Journal
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.
Keywords
Eigenvalue; Eigenvector; Kriging; Matheron's estimator;
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