The minimax approach to kriging

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Authors

MICHÁLEK Jaroslav

Year of publication 2001
Type Article in Proceedings
Conference Summer School DATASTAT 99
MU Faculty or unit

Faculty of Science

Citation
Field General mathematics
Keywords spatial statistics; universal kriging; bayesian kriging; minimax estimators
Description Kriging techniques are frequently used for the evaluation of continuous spatial processes. When some additional information is known about the observed spatial process then it is useful to incorporate it into the statistical model. One possibility of how to do this is through the application of Bayesian statistics. The other possibility is to use the minimax technique. The minimax approach to kriging when the covariances of observed spatial process belong to a given neighbourhood of the fixed covariance matrix is described in the article.
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