Hirano, Toshihiro; Yajima, Yoshihiro - In: Annals of the Institute of Statistical Mathematics 65 (2013) 5, pp. 913-939
The best linear unbiased predictor (BLUP) is called a kriging predictor and has been widely used to interpolate a spatially correlated random process in scientific areas such as geostatistics. However, if an underlying random field is not Gaussian, the optimality of the BLUP in the mean squared...
