Assessing the covariance function in geostatistics

Ana F. Militino and M. Dolores Ugarte

Statistics & Probability Letters, 2001, vol. 52, issue 2, 199-206

Abstract: In geostatistics, one of the crucial problems is the choice of the covariance function. In this paper we show how to improve the cross-validation criterion, traditionally used for evaluating the fit of a covariance function, in the case of unequally spaced data.

Keywords: Dirichlet; tessellation; Cross-validation; Mean; integrated; squared; error; Spatial; linear; model (search for similar items in EconPapers)
Date: 2001
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