作者
Sara Sjöstedt‐de Luna, Alastair Young
发表日期
2003/3
期刊
Scandinavian Journal of Statistics
卷号
30
期号
1
页码范围
175-192
出版商
Blackwell Publishing Ltd
简介
Kriging is a method for spatial prediction that, given observations of a spatial process, gives the optimal linear predictor of the process at a new specified point. The kriging predictor may be used to define a prediction interval for the value of interest. The coverage of the prediction interval will, however, equal the nominal desired coverage only if it is constructed using the correct underlying covariance structure of the process. If this is unknown, it must be estimated from the data. We study the effect on the coverage accuracy of the prediction interval of substituting the true covariance parameters by estimators, and the effect of bootstrap calibration of coverage properties of the resulting ‘plugin’ interval. We demonstrate that plugin and bootstrap calibrated intervals are asymptotically accurate in some generality and that bootstrap calibration appears to have a significant effect in improving the rate of convergence of …
引用总数
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学术搜索中的文章
S Sjöstedt‐de Luna, A Young - Scandinavian Journal of Statistics, 2003