A new class of semiparametric semivariogram and nugget estimators
نویسندگان
چکیده
Several authors have proposed nonparametric semivariogram estimators. Shapiro & Botha (1991) did so by application of Bochner’s theorem and Cherry, Banfield & Quimby (1996) further investigated this technique where it performed favorably against parametric estimators even when data were generated under the parametric model. While this approach is sound, it lacks nugget estimation which is essential to spatial modeling and proper statistical inference. We propose a modified form of this method, which admits nugget estimation and broadens the basis. This is achieved by a simple change to the basis and an appropriate restriction of the node space as dictated by the first root of the Bessel function of the first kind of order ν. The efficacy of this new method is demonstrated via simulation. We conclude with remarks about selecting the appropriate basis and node space definition.
منابع مشابه
Generalized Ridge Regression Estimator in Semiparametric Regression Models
In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The m...
متن کاملRidge Stochastic Restricted Estimators in Semiparametric Linear Measurement Error Models
In this article we consider the stochastic restricted ridge estimation in semipara-metric linear models when the covariates are measured with additive errors. The development of penalized corrected likelihood method in such model is the basis for derivation of ridge estimates. The asymptotic normality of the resulting estimates are established. Also, necessary and sufficient condition...
متن کاملInference for a Class of Transformed Hazards Models
We consider a new class of transformed hazard rate models. This class contains both the multiplicative hazards model and the additive hazards model as special cases. The sieve maximum likelihood estimators are derived for the model parameters and the estimators for the regression coefficients are shown to be consistent and asymptotically normal with variance achieving the semiparametric efficie...
متن کاملA Semiparametric Approach to Dimension Reduction.
We provide a novel and completely different approach to dimension-reduction problems from the existing literature. We cast the dimension-reduction problem in a semiparametric estimation framework and derive estimating equations. Viewing this problem from the new angle allows us to derive a rich class of estimators, and obtain the classical dimension reduction techniques as special cases in this...
متن کاملLocally efficient semiparametric estimators for functional measurement error models
A class of semiparametric estimators are proposed in the general setting of functional measurement error models. The estimators follow from estimating equations that are based on the semiparametric efficient score derived under a possibly incorrect distributional assumption for the unobserved ‘measured with error’ covariates. It is shown that such estimators are consistent and asymptotically no...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 56 شماره
صفحات -
تاریخ انتشار 2012