Pointwise consistency of the kriging predictor with known mean and covariance functions

Abstract : This paper deals with several issues related to the pointwise consistency of the kriging predictor when the mean and the covariance functions are known. These questions are of general importance in the context of computer experiments. The analysis is based on the properties of approximations in reproducing kernel Hilbert spaces. We fix an erroneous claim of Yakowitz and Szidarovszky (J. Multivariate Analysis, 1985) that the kriging predictor is pointwise consistent for all continuous sample paths under some assumptions.
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Physica-Verlag. 9th International Workshop in Model-Oriented Design and Analysis, Jun 2010, Bertinoro, Italy. Springer, pp.221-228, 2010, Contributions to Statistics. 〈10.1007/978-3-7908-2410-0〉
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https://hal.archives-ouvertes.fr/hal-00440827
Contributeur : Emmanuel Vazquez <>
Soumis le : vendredi 11 décembre 2009 - 17:51:43
Dernière modification le : jeudi 29 mars 2018 - 11:06:05

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Emmanuel Vazquez, Julien Bect. Pointwise consistency of the kriging predictor with known mean and covariance functions. Physica-Verlag. 9th International Workshop in Model-Oriented Design and Analysis, Jun 2010, Bertinoro, Italy. Springer, pp.221-228, 2010, Contributions to Statistics. 〈10.1007/978-3-7908-2410-0〉. 〈hal-00440827〉

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