Den Hertog, Dick; Kleijnen, Jack P.C.; Siem, A.Y.D. - Tilburg University, Center for Economic Research - 2004
The classic Kriging variance formula is widely used in geostatistics and in the design and analysis of computer … variance in expectation.The paper develops parametric bootstrapping to estimate the Kriging variance.The new method is tested … underestimates the true Kriging variance. …
