ISSN:
1573-8868
Keywords:
Geostatistics
;
kriging
;
robust estimation
;
time series
Source:
Springer Online Journal Archives 1860-2000
Topics:
Geosciences
,
Mathematics
Notes:
Abstract Geological data frequently have a heavy-tailed normal-in-the-middle distribution, which gives rise to grade distributions that appear to be normal except for the occurrence of a few outliers. This same situation also applies to log-transformed data to which lognormal kriging is to be applied. For such data, linear kriging is nonrobust in that (1)kriged estimates tend to infinity as the outliers do, and (2)it is also not minimum mean squared error. The more general nonlinear method of disjunctive kriging is even more nonrobust, computationally more laborious, and in the end need not produce better practical answers. We propose a robust kriging method for such nearly normal data based on linear kriging of an editing of the data. It is little more laborious than conventional linear kriging and, used in conjunction with a robust estimator of the variogram, provides good protection against the effects of data outliers. The method is also applicable to time series analysis.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01036237
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