Spatial design matrices and associated quadratic forms: structure and properties
Tools
Tools
Tools
Hillier, G and Martellosio, F Spatial design matrices and associated quadratic forms: structure and properties .
Full text not available from this repository.Abstract
The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal. 80 (2002) 138) on the structure of spatial design matrices. These are the matrices implicitly defined by quadratic forms that arise naturally in modelling intrinsically stationary and isotropic spatial processes. We give concise structural formulae for these matrices, and simple generating functions for them. The generating functions provide formulae for the cumulants of the quadratic forms of interest when the process is Gaussian, second-order stationary and isotropic. We use these to study the statistical properties of the associated quadratic forms, in particular those of the classical variogram estimator, under several assumptions about the actual variogram.
| Item Type: | Other | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Divisions : | Surrey research (other units) | |||||||||
| Authors : |
|
|||||||||
| Uncontrolled Keywords : | Cumulant, Intrinsically Stationary Process, Kronecker | |||||||||
| Depositing User : | Symplectic Elements | |||||||||
| Date Deposited : | 16 May 2017 15:14 | |||||||||
| Last Modified : | 23 Jan 2020 10:28 | |||||||||
| URI: | http://epubs.surrey.ac.uk/id/eprint/818254 |
Actions (login required)
 |
View Item |
Downloads
Downloads per month over past year