Optimal Model Average Prediction in Orthogonal Kriging Models  

作　　者：WANG Jun HE Jiabei LIANG Hua LI Xinmin 

机构地区：[1]School of Mathematics and Statistics,Qingdao University,Qingdao 266071,China [2]Department of Statistics,George Washington University,Washington DC 20052,USA

出　　处：《Journal of Systems Science & Complexity》2024年第3期1080-1099,共20页系统科学与复杂性学报（英文版）

基　　金：supported by the National Natural Science Foundation of China under Grant No.11871294。

摘　　要：The main objective of this paper is to consider model averaging methods for kriging models.This paper proposes a Mallows model averaging procedure for the orthogonal kriging model and demonstrate the asymptotic optimality of the model averaging estimators in terms of mean square error.Simulation studies are conducted to evaluate the performance of the proposed method and compare it with the competitors to demonstrate its superiority.The authors also analyse a real dataset for an illustration.

关 键 词：Asymptotic optimality Mallows criterion optimal model averaging orthogonal kriging model 

分 类 号：O212.1[理学—概率论与数理统计]