Interpolation with uncertain spatial covariances: A Bayesian alternative to Kriging

DOI10.1016/0047-259X(92)90040-MzbMath0762.62025OpenAlexW2065872253MaRDI QIDQ1206456

James V. Zidek, Nhu D. Le

Publication date: 1 April 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90040-m

zbMATH Keywords

posterior distributionsmultivariate normalhyperparametershierarchical prior modelsmodel misspecificationsspatial covariance estimators

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Multivariate analysis (62H99) Bayesian inference (62F15) Geostatistics (86A32)

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Cites Work

• Comparison of two approaches in the optimal design of an observation network
• XX.—On the Theory of Statistical Regression
• The Bayesian bridge between simple and universal Kriging
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