The Second-Order Stationary Universal Kriging Model Revisited

Authors: Pardo-Igúzquiza E.¹; Dowd P.A.²

Source: Mathematical Geology, Volume 30, Number 4, May 1998 , pp. 347-378(32)

Publisher: Springer

Abstract:

Universal kriging originally was developed for problems of spatial interpolation if a drift seemed to be justified to model the experimental data. But its use has been questioned in relation to the bias of the estimated underlying variogram (variogram of the residuals), and furthermore universal kriging came to be considered an old-fashioned method after the theory of intrinsic random functions was developed. In this paper the model is reexamined together with methods for handling problems in the inference of parameters. The efficiency of the inference of covariance parameters is shown in terms of bias, variance, and mean square error of the sampling distribution obtained by Monte Carlo simulation for three different estimators (maximum likelihood, bias corrected maximum likelihood, and restricted maximum likelihood). It is shown that unbiased estimates for the covariance parameters may be obtained but if the number of samples is small there can be no guarantee of ‘good’ estimates (estimates close to the true value) because the sampling variance usually is large. This problem is not specific to the universal kriging model but rather arises in any model where parameters are inferred from experimental data. The validity of the estimates may be evaluated statistically as a risk function as is shown in this paper.

Keywords: universal kriging; bias-corrected maximum likelihood; restricted maximum likelihood; generalized least squares

Language: English

Document Type: Research article

Affiliations: 1: Department of Mining and Mineral Engineering, University of Leeds, Leeds LS2 9JT, U.K. e.pardo@reading.ac.uk. Present address: Department of Meteorology, University of Reading, Reading RG6 6BB, U.K. 2: Department of Mining and Mineral Engineering, University of Leeds, Leeds LS2 9JT, U.K.

Publication date: 1998-05-01

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• In this Subject: Geography ,  Geology
• By this author: Pardo-Igúzquiza E. ;  Dowd P.A.

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