Semiparametric Bootstrapping Forestimating Parameters in Krigingmodel for Deterministic Simulations

Abstract

Abstract In practice, the parameters in the Kriging model are unknown, but they can be estimated based on the behaviour of the observed data. Parameters in the Kriging model can be estimated based on the consideration of Regression-Kriging models. Regression-Kriging models are Universal Kriging models with polynomials of degree zero (Ordinary Kriging), one (Universal Kriging with degree one), or two (Universal Kriging with degree two). A new method for estimating the parameters in the Kriging model with semiparametric bootstrapping is proposed in this paper. The semiparametric bootstrapping procedure works by combining the bootstrap method and Kriging.