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Weighted Classical Variogram Estimation for Data With Clustering

Summary: [This abstract is based on the authors’ abstract.] Using a simple theoretical example, it is shown that weighting can significantly increase the efficiency of classical variogram estimates from clustered data. The weights are given expressions that lead to minimal variance estimators. A simple iterative weighting scheme is then used to approximate optimal weighting. The new weighting is used to estimate the variogram of home radon levels, and its performance is demonstrated in a simulation study. <>

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  • Topics: Statistics
  • Keywords: Cluster analysis, Spatial statistics, Variogram, Weighting, Statistical weights, Correlated data, Geostatistics
  • Author: Reilly, Cavan; Gelman, Andrew
  • Journal: Technometrics