Heuristic models for indicator variograms and their parameters (practical nugget effect and range) are proposed for a bivariate normal distribution with spherical correlogram. These models can be used conveniently as a preliminary check for bivariate normality. In the general non-Gaussian case, indicator variogram models for multiple threshold values must verify a certain number of order relations (inequalities) established directly from the properties of a general bivariate cumulative distribution function. An interesting, little-known maximum hole effect for indicator correlation is pointed out.
Characteristic Behavior and Order Relations for Indicator Variograms
POSA, Donato
1990-01-01
Abstract
Heuristic models for indicator variograms and their parameters (practical nugget effect and range) are proposed for a bivariate normal distribution with spherical correlogram. These models can be used conveniently as a preliminary check for bivariate normality. In the general non-Gaussian case, indicator variogram models for multiple threshold values must verify a certain number of order relations (inequalities) established directly from the properties of a general bivariate cumulative distribution function. An interesting, little-known maximum hole effect for indicator correlation is pointed out.File in questo prodotto:
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