Kriging and Prediction of Nonlinear Functionals
DOI:
https://doi.org/10.17713/ajs.v34i2.410Abstract
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).
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