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On the Structural Link Between Variables in Kriging with External Drift

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Abstract

Kriging with external drift allows one to estimate a target variable, accounting for a densely sampled auxiliary variable. Contrary to cokriging, kriging with external drift does not make explicit the structural link between target variable and auxiliary variable, for the latter is considered to be deterministic. In this paper, we show that kriging with external drift assumes implicitly an absence of spatial dependence between the auxiliary variable and the residual of the linear regression of target variable on auxiliary variable at same point. This is the simple model with orthogonal residual, where cokriging is collocated and coincides with kriging of the residual. In this model, the cross-structure is proportional to the structure of the auxiliary variable, and the linear regression of target variable on auxiliary variable does not depend on the support.

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Rivoirard, J. On the Structural Link Between Variables in Kriging with External Drift. Mathematical Geology 34, 797–808 (2002). https://doi.org/10.1023/A:1020972510120

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  • DOI: https://doi.org/10.1023/A:1020972510120

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