Kriging with inequality constraints

Citation
P. Abrahamsen et Fe. Benth, Kriging with inequality constraints, MATH GEOL, 33(6), 2001, pp. 719-744
Citations number
15
Categorie Soggetti
Earth Sciences
Journal title
MATHEMATICAL GEOLOGY
ISSN journal
08828121 → ACNP
Volume
33
Issue
6
Year of publication
2001
Pages
719 - 744
Database
ISI
SICI code
0882-8121(200108)33:6<719:KWIC>2.0.ZU;2-I
Abstract
A Gaussian random field with an unknown linear trend for the mean is consid ered. Methods for obtaining the distribution of the trend coefficients give n exact data and inequality constraints are established, Moreover, the cond itional distribution for the random field at any location is calculated so that predictions using e.g. the expectation, the mode, or the median can be evaluated and prediction error estimates using quantiles or variance can b e obtained. Conditional simulation techniques are also provided.