Comparing the robustness of ordinary kriging and lognormal kriging: outliner resistance

Conference · Sun May 01 04:00:00 EDT 1988 · J. Int. Assoc. Math. Geol.; (United States)

OSTI ID:6147153

Armstrong, M; Boufassa, A

Ordinary kriging is well-known to be optimal when the data have a multivariate normal distribution (and if the variogram is known), whereas lognormal kriging presupposes the multivariate lognormality of the data. But in practice, real data never entirely satisfy these assumptions. In this article, the sensitivity of these two kriging estimators to departures from these assumptions and in particular, their resistance to outliers is considered. An outlier effect index designed to assess the effect of a single outlier on both estimators is proposed, which can be extended to other types of estimators. Although lognormal kriging is sensitive to slight variations in the sill of the variogram of the logs (i.e., their variance), it is not influenced by the estimate of the mean of the logs.

• Research Organization: Centre de Geostatistique, Fontainebleau (France)
• OSTI ID: 6147153
• Report Number(s): CONF-8704137-
• Conference Information: Journal Name: J. Int. Assoc. Math. Geol.; (United States) Journal Volume: 20:4
• Country of Publication: United States
• Language: English

Related Subjects

58 GEOSCIENCES
580203* -- Geophysics-- Geophysical Survey Methods-- (1980-1989)
BOUNDARY CONDITIONS
COMPARATIVE EVALUATIONS
CORRECTIONS
DATA ANALYSIS
DATA COVARIANCES
DATA PROCESSING
DIAGRAMS
FORECASTING
FUNCTIONS
GEOLOGIC DEPOSITS
KRIGING
MATHEMATICAL MODELS
MATHEMATICS
PROBABILISTIC ESTIMATION
PROCESSING
SENSITIVITY ANALYSIS
STATISTICAL MODELS
STATISTICS
WEIGHTING FUNCTIONS