Variance Estimation and Kriging Prediction for a Class of Non-Stationary Spatial Models

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2015-01-01
Authors
Yang, Shu
Zhu, Zhengyuan
Zhu, Zhengyuan
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Statistics
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Statistics
Abstract

This paper discusses the estimation and plug-in kriging prediction non-stationary spatial process assuming a smoothly varying variance an additive independent measurement error. A difference-based kernel estimator of the variance function and a modified likelihood estimator of the mea surement error variance are used for parameter estimation. Asymptotic properties of these estimators and the plug-in kriging predictor are established. A simula tion study is presented to test our estimation-prediction procedure. Our kriging predictor is shown to perform better than the spatial adaptive local polynomial regression estimator proposed by Fan and Gijbels (1995) when the measurement error is small.

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This article is published as Shu Yang and Zhengyuan Zhu, "Variance Estimation and Kriging Prediction for a Class of Non-stationary Spatial Models," Statistica Sinica 25(1), (2015): 135-149. DOI: 10.5705/ss.2013.205w. Posted with permission.

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