A penalized estimation of the variogram and effective sample size

dc.catalogadorjwg
dc.contributor.authorAcosta Salazar, Jonathan Daniel
dc.contributor.authorRonny Vallejos
dc.contributor.authorGarcía Soidán, Pilar
dc.date.accessioned2025-08-01T17:12:49Z
dc.date.available2025-08-01T17:12:49Z
dc.date.issued2025
dc.description.abstractThe variogram function plays a key role in modeling intrinsically stationary random fields, especially in spatial prediction using kriging equations. However, determining whether a computed variogram accurately fits the underlying dependence structure can be challenging. Current nonparametric estimators often fail to guarantee a conditionally negative definite function. In this paper, we propose a new valid variogram estimator, constructed as a linear combination of functions from a predefined class, ensuring it meets essential mathematical properties. A penalty coefficient is introduced to prevent overfitting, reducing spurious fluctuations in the estimated variogram. We also extend the concept of effective sample size (ESS), an important metric in spatial regression, to a nonparametric framework. Our ESS estimator is based on the reciprocal of the average correlation and is calculated using a plug-in approach, with the consistency of the estimator being demonstrated. The performance of these estimates is investigated through Monte Carlo simulations across various scenarios. Finally, we apply the methodology to rasterized forest images, illustrating both the strengths and limitations of the proposed approach.
dc.fuente.origenORCID
dc.identifier.doi10.1016/j.spasta.2025.100921
dc.identifier.urihttps://doi.org/10.1016/j.spasta.2025.100921
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/105097
dc.information.autorucFacultad de Matemáticas; Acosta Salazar, Jonathan Daniel; S/I; 1182854
dc.nota.accesocontenido completo
dc.rightsacceso restringido
dc.subjectNonparametric estimates
dc.subjectCovariance functions
dc.subjectInformation
dc.subjectBessel functions
dc.subjectPenalty coefficient
dc.subject.ddc500
dc.subject.deweyCienciases_ES
dc.titleA penalized estimation of the variogram and effective sample size
dc.typeartículo
sipa.codpersvinculados1182854
sipa.trazabilidadORCID;2025-07-28
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