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Point and interval estimation of variogram models using spatial empirical likelihood. (English) Zbl 1471.62302

Summary: We present a spatial blockwise empirical likelihood method for estimating variogram model parameters in the analysis of spatial data on a grid. The method produces point estimators that require no spatial variance estimates to compute, unlike least squares methods for variogram fitting, but are as efficient as the best least squares estimator in large samples. Our approach also produces confidence regions for the variogram, without requiring knowledge of the full joint distribution of the spatial data. In addition, the empirical likelihood formulation extends to spatial regression problems and allows simultaneous inference on both spatial trend and variogram parameters. We examine the asymptotic behavior of the estimator analytically, and investigate its behavior in finite samples through simulation studies.

MSC:

62G05 Nonparametric estimation
62G15 Nonparametric tolerance and confidence regions
62G20 Asymptotic properties of nonparametric inference
62J05 Linear regression; mixed models
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