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Moments of Variogram Estimator for a Generalized Skew t Distribution
김형문 한국통계학회 2005 Journal of the Korean Statistical Society Vol.34 No.2
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.