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Saddlepoint approximations for the distribution of some robust estimators of the variogram

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dc.contributor.authorGarcía Pérez, Alfonso
dc.date.accessioned2024-05-20T11:24:46Z
dc.date.available2024-05-20T11:24:46Z
dc.date.issued2019-06-26
dc.description.abstractIn this paper, we obtain a saddlepoint approximation for the small sample distribution of several variogram estimators such as the classical Matheron’s estimator, some M-estimators like the robust Huber’s variogram estimator, and also the α-trimmed variogram estimator. The tail probability approximation obtained is very accurate even for small sample sizes. In the approximations we consider that the observations follow a distribution close to the normal, specifically, a scale contaminated normal model. To obtain the approximations we transform the original observations into a new ones, which can be considered independent if a linearized variogram can be accepted as model for them. To check this, a goodness of fit test for a variogram model is defined in the last part of the paper.en
dc.description.versionversión final
dc.identifier.doihttps://doi.org/10.1007/s00184-019-00725-6
dc.identifier.issn0026-1335; eISSN 1435-926X
dc.identifier.urihttps://hdl.handle.net/20.500.14468/11926
dc.journal.titleMetrika
dc.journal.volume83
dc.language.isoen
dc.publisherSpringer
dc.relation.centerFacultad de Ciencias
dc.relation.departmentEstadística, Investigación Operativa y Cálculo Numérico
dc.rightsAtribución-NoComercial-SinDerivadas 4.0 Internacional
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0
dc.subject.keywordsRobustness
dc.subject.keywordsSpatial data
dc.subject.keywordssaddlepoint approximations
dc.titleSaddlepoint approximations for the distribution of some robust estimators of the variogrames
dc.typeartículoes
dc.typejournal articleen
dspace.entity.typePublication
relation.isAuthorOfPublicationf1b6d45c-9238-4c82-8f82-ccdb82bd6cd7
relation.isAuthorOfPublication.latestForDiscoveryf1b6d45c-9238-4c82-8f82-ccdb82bd6cd7
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