Prediction intervals for integrals of Gaussian random fields

DOI10.1016/J.CSDA.2014.09.013MaRDI QIDQ1623768zbMATH OpenOpenAlexWikidataFDO

Authors Victor De Oliveira, Bazoumana Kone

Publication date 23 November 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc4242468

zbMATH Keywords

geostatisticskrigingbootstrap calibrationchange of support problemspatial averageblock average

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Random fields; image analysis (62M40) Parametric tolerance and confidence regions (62F25) Inference from stochastic processes and prediction (62M20)

Recommendations

• On shortest prediction intervals in log-Gaussian random fields
• Prediction Intervals for Future Observations from the Inverse Gaussian Distribution
• Tail approximations of integrals of Gaussian random fields
• On the density functions of integrals of Gaussian random fields
• Predicting integrals of random fields using observations on a lattice
• On Prediction of a Class of Random Fields
• Predicting integrals of stochastic processes
• Publication:4695469

Cites work

• scientific article; zbMATH DE number 3484309 (Why is no real title available?)
• scientific article; zbMATH DE number 3555223 (Why is no real title available?)
• scientific article; zbMATH DE number 1313649 (Why is no real title available?)
• scientific article; zbMATH DE number 735225 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• scientific article; zbMATH DE number 957960 (Why is no real title available?)
• A note about calibrated prediction regions and distributions
• Adjusting estimative prediction limits
• Approximate Tolerance Intervals, Based on Maximum Likelihood Estimates
• Asymptotics for REML estimation of spatial covariance parameters
• Bayes-Hermite quadrature
• Bayesian Prediction of Transformed Gaussian Random Fields
• Best unbiased prediction for Gaussian and log-Gaussian processes
• Block kriging for lognormal spatial processes
• Calibrating Prediction Regions
• Combining Incompatible Spatial Data
• Frequentist prediction intervals and predictive distributions
• Improved prediction limits for a general class of Gaussian models
• Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
• Kriging prediction intervals based on semiparametric bootstrap
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Miscellanea. A note on modified estimative prediction limits and distributions
• On Optimal Point and Block Prediction in Log-Gaussian Random Fields
• On shortest prediction intervals in log-Gaussian random fields
• On the change of support problem for spatio-temporal data
• Prediction and asymptotics
• Predictive fit for natural exponential families
• Statistical Prediction Based on Censored Life Data
• The Bootstrap and Kriging Prediction Intervals
• The origins of kriging

Cited in

(8)

• On shortest prediction intervals in log-Gaussian random fields
• The Bootstrap and Kriging Prediction Intervals
• Bayesian prediction of clipped Gaussian random fields.
• scientific article; zbMATH DE number 4106087 (Why is no real title available?)
• Calibrated prediction regions for Gaussian random fields
• Prediction Intervals for Future Observations from the Inverse Gaussian Distribution
• Methods to compute prediction intervals: a review and new results
• Kriging prediction intervals based on semiparametric bootstrap

Describes a project that uses

Uses Software

• geoR

This page was built for publication: Prediction intervals for integrals of Gaussian random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1623768)