首页> 外文期刊>Statistical Methods and Applications >Estimation of covariance functions by a fully data-driven model selection procedure and its application to Kriging spatial interpolation of real rainfall data
【24h】

Estimation of covariance functions by a fully data-driven model selection procedure and its application to Kriging spatial interpolation of real rainfall data

机译:完全数据驱动的模型选择程序对协方差函数的估计及其在实际降雨数据的克里格空间插值中的应用

获取原文
获取原文并翻译 | 示例
           

摘要

In this paper, we propose a data-driven model selection approach for the nonparametric estimation of covariance functions under very general moments assumptions on the stochastic process. Observing i.i.d replications of the process at fixed observation points, we select the best estimator among a set of candidates using a penalized least squares estimation procedure with a fully data-driven penalty function, extending the work in Bigot et al. (Electron J Stat 4:822-855, 2010). We then provide a practical application of this estimate for a Kriging interpolation procedure to forecast rainfall data.
机译:在本文中,我们针对随机过程中非常普遍的假设,提出了一种数据驱动的模型选择方法,用于协方差函数的非参数估计。在固定观察点观察该过程的i.i.d复制,我们使用具有完全数据驱动惩罚函数的惩罚最小二乘估计程序在一组候选者中选择最佳估计器,从而扩展了Bigot等人的工作。 (Electron J Stat 4:822-855,2010)。然后,我们为克里格插值过程提供此估计的实际应用,以预测降雨数据。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号