Cross-validation

Myers ([3]) summarized the cross-validation statistics that are usually computed and their expected values:

• should be close to zero;
• should be small;
• , the sample correlation coefficient, should be close to 1;
• the normalized estimation error, given by

   

  at each site x, where is the (co)kriging standard deviation, should be have a mean-square close to 1, i.e. ideally

  

• the estimates should have statistics similar to (but not necessarily the same as) those of the true values, : that is, the means, standard deviations, extremes, skewness, etc. correspond ``to a reasonable degree''.