New robust cross-variogram estimators and approximations of their distributions based on saddlepoint techniques

García Pérez, Alfonso . (2021) New robust cross-variogram estimators and approximations of their distributions based on saddlepoint techniques. Mathematics 2021, 9(7), 762

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Título New robust cross-variogram estimators and approximations of their distributions based on saddlepoint techniques
Autor(es) García Pérez, Alfonso
Materia(s) Ciencias
Abstract Let 𝐙(𝐬)=(𝑍1(𝐬),…,𝑍𝑝(𝐬))𝑡 be an isotropic second-order stationary multivariate spatial process. We measure the statistical association between the p random components of 𝐙 with the correlation coefficients and measure the spatial dependence with variograms. If two of the 𝐙 components are correlated, the spatial information provided by one of them can improve the information of the other. To capture this association, both within components of 𝐙(𝐬)and across 𝐬, we use a cross-variogram. Only two robust cross-variogram estimators have been proposed in the literature, both by Lark, and their sample distributions were not obtained. In this paper, we propose new robust cross-variogram estimators, following the location estimation method instead of the scale estimation one considered by Lark, thus extending the results obtained by García-Pérez to the multivariate case. We also obtain accurate approximations for their sample distributions using saddlepoint techniques and assuming a multivariate-scale contaminated normal model. The question of the independence of the transformed variables to avoid the usual dependence of spatial observations is also considered in the paper, linking it with the acceptance of linear variograms and cross-variograms.
Palabras clave robustness
spatial data
saddlepoint approximations
Editor(es) MDPI
Fecha 2021-04-01
Formato application/pdf
Identificador bibliuned:DptoEOICN-FCIE-Articulos-Agarcia-0002
http://e-spacio.uned.es/fez/view/bibliuned:DptoEOICN-FCIE-Articulos-Agarcia-0002
DOI - identifier https://doi.org/10.3390/math9070762
ISSN - identifier 2227-7390
Nombre de la revista Mathematics
Número de Volumen 9
Número de Issue 7
Publicado en la Revista Mathematics 2021, 9(7), 762
Idioma eng
Versión de la publicación acceptedVersion
Tipo de recurso Article
Derechos de acceso y licencia http://creativecommons.org/licenses/by-nc-nd/4.0
info:eu-repo/semantics/openAccess
Tipo de acceso Acceso abierto
Notas adicionales This is an Accepted Manuscript of an article published by MDPI in "Mathematics 2021, 9(7), 762" on 01-04-2021, available at: https://doi.org/10.3390/math9070762
Notas adicionales Este es el manuscrito aceptado del artículo publicado por MDPI en "Mathematics 2021, 9(7), 762" el 01-04-2021, disponible en línea: https://doi.org/10.3390/math9070762

 
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Creado: Tue, 16 Jan 2024, 21:18:19 CET