Kriging model averaging based on leave-one-out cross-validation method

DOI10.1007/S11424-024-3150-ZMaRDI QIDQ6950534zbMATH OpenFDO

Authors Ziheng Feng, Xianpeng Zong, Tianfa Xie, Xinyu Zhang

Publication date 30 July 2025

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11424-024-3150-Z

zbMATH Keywords

asymptotic optimalitybest linear unbiased predictioncross-validationkriging modelmodel averaging

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cited in

(2)

• Mitigating ambiguity in earthquake catastrophe insurance pricing: a model averaging and -maxmin approach
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