A comparison of kriging with nonparametric regression methods

“Kriging” is the name of a parametric regression method used by hydrologists and mining engineers, among others. Features of the kriging approach are that it also provides an error estimate and that it can conveniently be employed also to estimate the integral of the regression function. In the present work, the kriging method is described and some of its statistical characteristics are explored. Also, some extensions of the nonparametric regression approach are made so that it too displays the kriging features. In particular, a “data driven” estimator of the expected square error is derived. Theoretical and computational comparisons of the kriging and nonparametric regressors are offered.