Normalidad asintótica del estimador tipo nucleo del variograma

  1. García Soidán, Pilar
  2. Febrero Bande, Manuel
  3. González Manteiga, Wenceslao
Libro:
XXVI Congreso Nacional de Estadística e Investigación Operativa: Úbeda, 6-9 de noviembre de 2001

Editorial: Jaén : Universidad de Jaén, 2001

ISBN: 84-8439-080-2

Ano de publicación: 2001

Congreso: Congreso Nacional de Estadística e Investigación Operativa (26. 2001. Úbeda)

Tipo: Achega congreso

Resumo

In this work, the asymptotic normality of the kernel variogram estimator is established, which provides confidence intervals for the variogram via the normal quantiles. A different alternative is proposed by using the Bootstrap techniques. In particular, we will consider a gaussian process where the second order structure is given by the variogram estimator; then, the resampling will be done from this random process and proved to be consistent. In consequence, the quantiles of the variogram estimator may be approximated from those of its Bootstrap counterpart.