Highly robust variogram estimation

被引:140
作者
Genton, MG [1 ]
机构
[1] Swiss Fed Inst Technol, Dept Math, CH-1015 Lausanne, Switzerland
来源
MATHEMATICAL GEOLOGY | 1998年 / 30卷 / 02期
关键词
spatial statistics; robust variogram; scale estimation; M-estimator; influence function; breakdown point;
D O I
10.1023/A:1021728614555
中图分类号
P [天文学、地球科学];
学科分类号
07 ;
摘要
The classical variogram estimator proposed by Matheron is not robust against outliers in the data, nor is it enough to make simple modifications such as the ones proposed by Cressie and Hawkins in order to achieve robustness. This paper proposes and studies a variogram estimator based on a highly robust estimator of scale. The robustness properties of these three estimators are analyzed and compared. Simulations with various amounts of outliers in the darn are carried our. The results show that the highly robust variogram estimator improves the estimation significantly.
引用
收藏
页码:213 / 221
页数:9
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