The correct Kriging variance estimated by bootstrapping

The correct Kriging variance estimated by bootstrapping

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Article ID: iaor20072123
Country: United Kingdom
Volume: 57
Issue: 4
Start Page Number: 400
End Page Number: 409
Publication Date: Apr 2006
Journal: Journal of the Operational Research Society
Authors: , ,
Keywords: experiment
Abstract:

The classic Kriging variance formula is widely used in geostatistics and in the design and analysis of computer experiments. This paper proves that this formula is wrong. Furthermore, it shows that the formula underestimates the Kriging variance in expectation. The paper develops parametric bootstrapping to estimate the Kriging variance. The new method is tested on several artificial examples and a real-life case study. These results demonstrate that the classic formula underestimates the true Kriging variance.

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