A Note on Eigenstructure of a Spatial Design Matrix In R1

Title & Authors
A Note on Eigenstructure of a Spatial Design Matrix In R1
Kim Hyoung-Moon; Tarazaga Pablo;

Abstract
Eigenstructure of a spatial design matrix of Matheron's variogram estimator in $\small{R^1}$ is derived. It is shown that the spatial design matrix in $\small{R^1}$ with n/2$\small{\le}$h < n has a nice spectral decomposition. The mean, variance, and covariance of this estimator are obtained using the eigenvalues of a spatial design matrix. We also found that the lower bound and the upper bound of the normalized Matheron's variogram estimator.
Keywords
Eigenvalue;Eigenvector;Kriging;Matheron's estimator;
Language
English
Cited by
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