Including a Nugget Effect in Lifted Brownian Covariance Models

DOI10.1137/19M1255252zbMath1454.62524OpenAlexW3094257821MaRDI QIDQ5139354

Ning Zhang, Daniel W. Apley, Wenxin Jiang, Yang Yu

Publication date: 8 December 2020

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m1255252

zbMATH Keywords

krigingcomputer experimentsGaussian random fieldsnugget effectlifted Brownian covariance model

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of statistics in engineering and industry; control charts (62P30)

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