한국통계학회:학술대회논문집 (Proceedings of the Korean Statistical Society Conference)
- 한국통계학회 2003년도 춘계 학술발표회 논문집
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- Pages.269-273
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- 2003
Estimation of Spatial Dependence with GEE
- Lee, Yoon-Dong (Department of Applied Statistics, University of Suwon) ;
- Choi, Hye-Mi (Department of Statistics, Seoul National University)
- 발행 : 2003.05.23
초록
We consider an efficient parametric estimation method of spatial dependence in weak stationary processes. Spatial dependence is modeled through variogram and correlogram. Most of parametric estimation methods of correlogram use two step method; nonparametric estimation and parametric integration. We bind these two steps into one step by using GEE method instead of least squares type optimization. Our one step method is more efficient statistically and gives a clear interpretation of related concepts used in traditional two step methods.