The robustness of the kriging system with respect to uncertainty of the theoretical variogram is investigated. Inequalities for possible changes of the kriging estimator and the estimation variance are derived. Results of a numerical study show that changes of kriging weights can be predicted partly with the help of the maximal kriging weight.
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Bardossy, A. Notes on the robustness of the kriging system. Math Geol 20, 189–203 (1988). https://doi.org/10.1007/BF00890253
- estimation variance