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Median based covariogram estimators reduce bias

Author

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  • Cressie, Noel
  • Glonek, Gary

Abstract

The usual product moment covariogram estimator of a Gaussian process can have appreciable bias. This article shows that the bias is decreased when the sample mean in the estimator is replaced with med(X), the sample median (provided a mild condition on the negative covariances is satisfied). Identical conclusions are drawn, even when the Gaussian process is (symmetrically) contaminated.

Suggested Citation

  • Cressie, Noel & Glonek, Gary, 1984. "Median based covariogram estimators reduce bias," Statistics & Probability Letters, Elsevier, vol. 2(5), pages 299-304, October.
  • Handle: RePEc:eee:stapro:v:2:y:1984:i:5:p:299-304
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    Cited by:

    1. Berke, Olaf, 2000. "Modified median polish kriging and its application to the Wolfcamp-Aquifer data," Technical Reports 2000,48, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

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