Bootstrapped Models for Intrinsic Random Functions

摘要

The use of intrinsic random function stochastic models as a basis for estimation in geostatistical work requires the identification of the generalized covariance function of the underlying process, and the fact that this function has to be estimated from the data introduces an additional source of error into predictions based on the model. This paper develops the sample reuse procedure called the ''bootstrap'' in the context of intrinsic random functions to obtain realistic estimates of these errors. Simulation results support the conclusion that bootstrap distributions of functionals of the process, as well as of their ''kriging variance,'' provide a reasonable picture of the variability introduced by imperfect estimation of the generalized covariance function. (ERA citation 12:036200)