Robustness

Measuring the Uncertainty in Kriging

Spatial phenomena is commonly modelled as a realization from a stochastic process. Even when the reality is unique such models can usefully represent the uncertainty the modeler has about the phenomena. This paper is concerned with predicting for …

A Bayesian Analysis of Kriging

This article is concerned with predicting for Gaussian random fields in a way that appropriately deals with uncertainty in the covariance function. To this end, we analyze the best linear unbiased prediction procedure within a Bayesian framework. …

Inference for spatial Gaussian random fields when the objective is prediction

This thesis is concerned with aspects of statistical inference for Gaussian random fields when the ultimate objective is prediction. If we wish to predict a value for a random field at unobserved locations in a bounded region it is essential to have …