Nonparametric variogram and covariogram estimation with Fourier-Bessel matrices
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 41 (2002)
Issue (Month): 1 (November)
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Web page: http://www.elsevier.com/locate/csda
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Genton, Marc G., 1999. "The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution," Statistics & Probability Letters, Elsevier, vol. 41(2), pages 131-137, January.
- Shapiro, A. & Botha, J. D., 1991. "Variogram fitting with a general class of conditionally nonnegative definite functions," Computational Statistics & Data Analysis, Elsevier, vol. 11(1), pages 87-96, January.
- Genton, Marc G. & He, Li & Liu, Xiangwei, 2001. "Moments of skew-normal random vectors and their quadratic forms," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 319-325, February.
- Gorsich, David J. & Genton, Marc G. & Strang, Gilbert, 2002. "Eigenstructures of Spatial Design Matrices," Journal of Multivariate Analysis, Elsevier, vol. 80(1), pages 138-165, January.
- Carmack, Patrick S. & Spence, Jeffrey S. & Schucany, William R. & Gunst, Richard F. & Lin, Qihua & Haley, Robert W., 2012. "A new class of semiparametric semivariogram and nugget estimators," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1737-1747.
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