Indicator principal component kriging

An alternative to multiple indicator kriging is proposed which approximates the full coindicator kriging system by kriging the principal components of the original indicator variables. This transformation is studied in detail for the biGaussian model. It is shown that the cross-correlations between principal components are either insignificant or exactly zero. This result allows derivation of the conditional cumulative density function (cdf) by kriging principal components and then applying a linear back transform. A performance comparison based on a real data set (Walker Lake) is presented which suggests that the proposed method achieves approximation of the conditional cdf equivalent to indicator cokriging but with substantially less variogram modeling effort and at smaller computational cost.