I am trying to understand these descriptions below of EBK/EBKRP. In particular I need to understand what is meant by 'small data sets' here. Does it give any idea of how well EBK performs under different sampling densities, etc?
........EBKRP manages to achieve better accuracy than other kriging techniques both for small datasets and even when data is locally moderately non-stationary (Krivoruchko, 2012).
........EBKRP have shown that the prediction intervals obtained by EBK have good coverage probabilities when the data variation is changing rapidly and dissimilarly in different parts of the data extent (Gribov and Krivoruchko 2020).