Inner product matrices, kriging, and nonparametric estimation of variogram

DOI10.1007/BF02093907zbMath0970.86548MaRDI QIDQ5935073

Subhash R. Lele

Publication date: 20 June 2001

Published in: Mathematical Geology (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Geostatistics (86A32)

Related Items (3)

Nonparametric variogram and covariogram estimation with Fourier-Bessel matrices ⋮ A new class of semiparametric semivariogram and nugget estimators ⋮ New directions in geostatistics

Cites Work

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• Mean squared prediction error in the spatial linear model with estimated covariance parameters
• Variogram fitting with a general class of conditionally nonnegative definite functions
• On the nonparametric estimation of covariance functions
• Kriging Nonstationary Data
• Robust estimation and outlier detection with correlation coefficients
• Transformation of non positive semidefinite correlation matrices
• New distance measures: the route toward truly non-Gaussian geostatistics
• Solving the Kriging problem by using the Gram-Schmidt orthogonalization

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