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Successive Nonparametric Estimation of Conditional Distributions

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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.

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Vargas-Guzmán, J.A., Dimitrakopoulos, R. Successive Nonparametric Estimation of Conditional Distributions. Mathematical Geology 35, 39–52 (2003). https://doi.org/10.1023/A:1022361028297

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  • Non-Gaussian random functions
  • nonparametric estimation
  • conditional covariance
  • cokriging of indicators
  • indicator simulation