Mean and Variance Estimation by Kriging
نویسنده
چکیده
The aim of the paper is to derive the brand-new estimator for mean and variance that has only numerical approximation. In order to do so the following questions have to be answered: (i) what is the statistical model for the estimation procedure? (ii) what are the properties of the estimator, like optimality (in which class) or asymptotic properties? (iii) how does the estimator work in practice, how compared to competing estimators? This paper satisfies these questions.
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