协克里金何时不优于克里金?
统计方法学
2015-07-31 v1
摘要
尽管协克里金在理论上应产生比克里金更小或相等的预测方差,但这种优势有时在实践中难以看到。这应促使对协克里金的理论研究。总体而言,协克里金缺乏理论结果。在本工作中,我们通过考察一些显式模型和特定采样方案,提供了一些比较协克里金与克里金的理论结果。[arXiv:1507.08017]
引用
@article{arxiv.1507.08403,
title = {When Doesn't Cokriging Outperform Kriging?},
author = {Hao Zhang and Wenxiang Cai},
journal= {arXiv preprint arXiv:1507.08403},
year = {2015}
}
备注
Published at http://dx.doi.org/10.1214/15-STS518 in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)