응용통계연구 (The Korean Journal of Applied Statistics)

  • 제17권3호
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  • Pages.519-533
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  • 2004
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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의사우도법을 이용한 공간 종속 모형의 추정

Estimation of Spatial Dependence by Quasi-likelihood Method

  • 이윤동 (건국대학교 상경대학 응용통계학과) ;
  • 최혜미 (건국대학교 상경대학 응용통계학과)
  • 발행 : 2004.11.01
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초록

본 연구에서는 베리오그램 추정을 통한 공간 종속성 추정방법에 있어서 의사우도 사용 방법을 설명하고, 모의실험을 통하여 전통적으로 사용되는 다른 방법들과 그 특성을 비교하고자 한다. 의사우도를 이용한 공간 종속 추정방법들은 그 통계적 성질이 우수할 뿐만 아니라, 전통적인 방법들에서 요구되어지는 관측치가 갖는 래그(lag)들을 미리 지정된 래그로 그룹화하는 과정이 필요 없어서 활용상의 우수성도 함께 가지고 있다. 또한, 이 방법에 대한 로버스트 방법을 개발하고 그 특성을 알아보고자 한다.

In this paper, we suggest quasi-likelihood estimation (QLE) method and its robust version in estimating spatial dependence modelled through variogram used for spatial data modelling. We compare the statistical characteristics of the estimators with other popular least squares estimators of parameters for variogram model by simulation study. The QLE method for estimating spatial dependence has the advantages that it does not need the concept of lags commonly required for least squares estimation methods as well as its statistical superiority. The QLE method also shows the statistical superiority to the other methods for the tested Gaussian and non-Gaussian spatial processes.

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