Nonstationarity of the Mean and Unbiased Variogram Estimation: Extension of the Weighted Least-Squares Method |
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| Authors: | Francois Beckers and Patrick Bogaert |
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| Institution: | (1) Universite Catholique de Louvain, Unite de Biometrie, Place Croix du Sud, 2 bte 16 1348, Louvain-La-Neuve, Belgium |
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| Abstract: | When concerned with spatial data, it is not unusual to observe a nonstationarity of the mean. This nonstationarity may be modeled through linear models and the fitting of variograms or covariance functions performed on residuals. Although it usually is accepted by authors that a bias is present if residuals are used, its importance is rarely assessed. In this paper, an expression of the variogram and the covariance function is developed to determine the expected bias. It is shown that the magnitude of the bias depends on the sampling configuration, the importance of the dependence between observations, the number of parameters used to model the mean, and the number of data. The applications of the expression are twofold. The first one is to evaluate a priori the importance of the bias which is expected when a residuals-based variogram model is used for a given configuration and a hypothetical data dependence. The second one is to extend the weighted least-squares method to fit the variogram and to obtain an unbiased estimate of the variogram. Two case studies show that the bias can be negligible or larger than 20%. The residual-based sample variogram underestimates the total variance of the process but the nugget variance may be overestimated. |
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| Keywords: | bias covariance function drift model fitting MINQUE |
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