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Kriging regionalized positive variables revisited : Sample space and scale considerations

Frequently, regionalized positive variables are treated by preliminarily applying a logarithm, and kriging estimates are back-transformed using classical formulae for the expectation of a lognormal random variable. This practice has several problems (lack of robustness, non-optimal confidence interv...

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Bibliographic Details
Published in:Mathematical geology 2007-08, Vol.39 (6), p.529-558
Main Authors: TOLOSANA-DELGADO, Raimon, PAWLOWSKY-GLAHN, Vera
Format: Article
Language:English
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Summary:Frequently, regionalized positive variables are treated by preliminarily applying a logarithm, and kriging estimates are back-transformed using classical formulae for the expectation of a lognormal random variable. This practice has several problems (lack of robustness, non-optimal confidence intervals, etc.), particularly when estimating block averages. Therefore, many practitioners take exponentials of the kriging estimates, although the final estimations are deemed as non-optimal. Another approach arises when the nature of the sample space and the scale of the data are considered. Since these concepts can be suitably captured by an Euclidean space structure, we may define an optimal kriging estimator for positive variables, with all properties analogous to those of linear geostatistical techniques, even for the estimation of block averages. In this particular case, no assumption on preservation of lognormality is needed. From a practical point of view, the proposed method coincides with the median estimator and offers theoretical ground to this extended practice. Thus, existing software and routines remain fully applicable. [PUBLICATION ABSTRACT]
ISSN:0882-8121
1874-8961
1573-8868
1874-8953
DOI:10.1007/s11004-007-9107-7