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On Some Simplifications of Cokriging Neighborhood
Authors:Jacques Rivoirard
Institution:(1) Centre de Géostatistique, Ecole des Mines de Paris, 35 rue Saint-Honoré, 77305 Fontainebleau Cedex, France
Abstract:Choosing the cokriging neighborhood is often difficult. A poor choice, ignoring influent data, can result in a loss of information as well as in artifacts in simulations based on cokriging. Then it is convenient to use if possible, or to refer to models that lead to simplified cokriging neighborhood. We essentially consider the case of two stationary variables, a target variable and an auxiliary one. By examining possible simplifications, we set up a list of models (essentially models with residuals) that, in general or under specific configurations, lead to simplifications of cokriging neighborhood. Collocated, dislocated, and other types of neighborhood are identified, that are optimal in some models and configurations. Possible extensions to cokriging with unknown means, and to more variables, are included.
Keywords:cross-structure  master variable  residual  screen effect  subordinate variable
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