Highly Robust Variogram Estimation

Marc Genton*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

137 Scopus citations

Abstract

The classical variogram estimator proposed by Matheron is not robust against outliers in the data, nor is it enough to make simple modifications such as the ones proposed by Cressie and Hawkins in order to achieve robustness. This paper proposes and studies a variogram estimator based on a highly robust estimator of scale. The robustness properties of these three estimators are analyzed and compared. Simulations with various amounts of outliers in the data are carried out. The results show that the highly robust variogram estimator improves the estimation significantly.

Original languageEnglish (US)
Pages (from-to)213-221
Number of pages9
JournalMathematical Geology
Volume30
Issue number2
DOIs
StatePublished - Jan 1 1998

Keywords

  • Breakdown point
  • Influence function
  • M-estimator
  • Robust variogram
  • Scale estimation
  • Spatial statistics

ASJC Scopus subject areas

  • Mathematics (miscellaneous)
  • Earth and Planetary Sciences (miscellaneous)

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