104
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Tailen Hsing

2013-06-21
14:00:00 - 15:30:00

103 , Mathematics Research Center Building (ori. New Math. Bldg.)

In the study of intrinsically stationary spatial processes, a new nonparametric variogram estimator is proposed through its spectral representation. The methodology is based on estimation of the variogram\'s spectrum by solving a regularized inverse problem, using quadratic programming. The estimated variogram is guaranteed to be conditionally negative-definite. Simulation shows that our estimator is flexible and generally has smaller mean integrated squared error than the parametric estimator under model misspecification.