The bootstrap and kriging prediction intervals

Scandinavian Journal of Statistics

Volumn 30, Issue 1, 2003, Pages 175-192

  Sjöstedt de Luna, Sara ^a   Young, Alastair ^b  

^a UMEÅ UNIVERSITY   (Sweden)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Bootstrap; Kriging; Prediction; Resampling

Indexed keywords

EID: 0038695880     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00325     Document Type: Article

References (16)

1. Barndorff-Nielsen, O. E. & Cox, D. R. (1994). Inference and asymptotics. Chapman & Hall, London.
2. Beran, R. (1990a). Refining bootstrap simultaneous confidence sets. J. Amer. Statist. Assoc. 85, 417-428.
3. Beran, R. (1990b). Calibrating prediction regions. J. Amer. Statist. Assoc. 85, 715-723.
4. Bickel, P. J., Klaassen, C. A. J., Ritov, Y. & Wellner, J. A. (1993). Efficient and adaptive estimation for semiparametric models. Johns Hopkins University Press, Baltimore, MD.
5. Cressie, N. A. C. (1993). Statistics for spatial data. Wiley, New York.
6. Hall, P., Peng, L. & Tajvidi, N. (1999). On prediction limits based on predictive likelihood or bootstrap methods. Biometrika 86, 871-880.
7. Lahiri, S. N. (1993). On the moving block bootstrap under long range dependence. Statist. Probab. Lett. 18, 405-413.
8. Loh, W.-Y. (1987). Calibrating confidence coefficients. J. Amer. Statist. Assoc. 82, 155-162.
9. Loh, W.-Y. (1988). Contribution to the discussion of P. Hall's paper. Ann. Statist. 16, 972-976.
10. Mardia, K. V. & Marshall, R. J. (1984). Maximum likelihood estimation of models for residual covariance in spatial regression. Biometrika 71, 135-146.
11. Putter, H. & Young, G. A. (2001). On the effect of covariance function estimation on the accuracy of kriging predictors. Bernoulli 7, 421-438.
12. Roussas, G. G. (1972). Contiguity of probability measures: some applications in statistics. Cambridge University Press, Cambridge.
13. Sjöstedt-de Luna, S. (2002). Some properties of a maximum likelihood estimator with data from a Gaussian process. Research Report 2002-1, Department of Mathematical Statistics, Umeå University, Sweden.
14. van der Vaart, A. (1996). Maximum likelihood estimation under a spatial sampling scheme. Ann. Statist. 24, 2049-2057.
15. Ying, Z. (1991). Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process. J. Multivariate Anal. 36, 280-296.
16. Ying, Z. (1993). Maximum likelihood estimation of parameters under a spatial sampling scheme. Ann. Statist. 21, 1567-1590.