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Optimal Model Average Prediction in Orthogonal Kriging Models

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The main objective of this paper is to consider model averaging methods for kriging mod-els.This paper proposes a Mallows model averaging procedure for the orthogonal kriging model and demonstrate the asymptotic optimality of the model averaging estimators in terms of mean square error.Simulation studies are conducted to evaluate the performance of the proposed method and com-pare it with the competitors to demonstrate its superiority.The authors also analyse a real dataset for an illustration.

Asymptotic optimalityMallows criterionoptimal model averagingorthogonal kriging model

WANG Jun、HE Jiabei、LIANG Hua、LI Xinmin

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School of Mathematics and Statistics,Qingdao University,Qingdao 266071,China

Department of Statistics,George Washington University,Washington DC 20052,USA

国家自然科学基金

11871294

2024

系统科学与复杂性学报(英文版)
中国科学院系统科学研究所

系统科学与复杂性学报(英文版)

EI
影响因子:0.181
ISSN:1009-6124
年,卷(期):2024.37(3)
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