Successive nonparametric estimation of conditional distributions

Vargas-Guzman, J. A. and Dimitrakopoulos, R. (2003) Successive nonparametric estimation of conditional distributions. Mathematical Geology, 35 1: 39-52. doi:10.1023/A:1022361028297

Author Vargas-Guzman, J. A.
Dimitrakopoulos, R.
Title Successive nonparametric estimation of conditional distributions
Journal name Mathematical Geology   Check publisher's open access policy
ISSN 0882-8121
Publication date 2003-01-01
Sub-type Article (original research)
DOI 10.1023/A:1022361028297
Volume 35
Issue 1
Start page 39
End page 52
Total pages 14
Editor W. E. Sharp
Place of publication New York, USA
Publisher Kluwer Academic / Plenum Publishers
Language eng
Subject C1
290799 Resources Engineering not elsewhere classified
640100 Exploration
Abstract Spatial characterization of non-Gaussian attributes in earth sciences and engineering commonly requires the estimation of their conditional distribution. The indicator and probability kriging approaches of current nonparametric geostatistics provide approximations for estimating conditional distributions. They do not, however, provide results similar to those in the cumbersome implementation of simultaneous cokriging of indicators. This paper presents a new formulation termed successive cokriging of indicators that avoids the classic simultaneous solution and related computational problems, while obtaining equivalent results to the impractical simultaneous solution of cokriging of indicators. A successive minimization of the estimation variance of probability estimates is performed, as additional data are successively included into the estimation process. In addition, the approach leads to an efficient nonparametric simulation algorithm for non-Gaussian random functions based on residual probabilities.
Keyword Mathematics, Interdisciplinary Applications
Geosciences, Multidisciplinary
Non-gaussian Random Functions
Nonparametric Estimation
Conditional Covariance
Cokriging Of Indicators
Indicator Simulation
Q-Index Code C1

Document type: Journal Article
Sub-type: Article (original research)
Collections: W.H. Bryan Mining Geology Research Centre
2004 Higher Education Research Data Collection
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Citation counts: TR Web of Science Citation Count  Cited 8 times in Thomson Reuters Web of Science Article | Citations
Scopus Citation Count Cited 11 times in Scopus Article | Citations
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Created: Wed, 15 Aug 2007, 12:31:03 EST