Expectile prediction through asymmetric kriging.

Authors

MAUME DESCHAMPS Veronique
RULLIERE Didier
USSEGLIO CARLEVE Antoine

Publication date

2017

Publication type

poster

Summary Kriging aims at predicting the conditional mean of a random field given the values of the field at some points. It seems natural to predict, in the same spirit as Kriging, other functionals. In our study, we focus on expectiles for elliptical random fields.

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Topics of the publication

Random fields
Prediction
Elliptical distributions
Expectile regression
Kriging

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