Kriging and Prediction of Nonlinear Functionals
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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2016-04-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/410 |