Kriging and Prediction of Nonlinear Functionals

Alexander Kukush, István Fazekas
2016 Austrian Journal of Statistics  
<p align="LEFT">The prediction of a nonlinear functional of a random field is studied. The covariance-matching constrained kriging is considered. It is proved that the optimization problem induced by it always has a solution. The proof is constructive and it provides an algorithm to find the optimal solution. Using simulation, this algorithm is compared with the method given in Aldworth and Cressie (2003).</p>
doi:10.17713/ajs.v34i2.410 fatcat:wy6etxc4pnayfoogk3b27bkboe