Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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MOMENTS OF VARIOGRAM ESTIMATOR FOR A GENERALIZED SKEW t DISTRIBUTION

  • Published : 2005.06.01
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Abstract

Variogram estimation is an important step of spatial statistics since it determines the kriging weights. Matheron's variogram estimator can be written as a quadratic form of the observed data. In this paper, we extend a skew t distribution to a generalized skew t distribution and moments of the variogram estimator for a generalized skew t distribution are derived in closed forms. After calculating the correlation structure of the variogram estimator, variogram fitting by generalized least squares is discussed.

Keywords

References

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