Characterization theorems for some classes of covariance functions associated to vector valued random fields
AbstractWe characterize some important classes of cross-covariance functions associated to vector valued random fields based on latent dimensions. We also give some results for mixture based models that allow for the construction of new cross-covariance models. In particular, we give a criterion for the permissibility of quasi-arithmetic operators in order to construct valid cross covariances.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 102 (2011)
Issue (Month): 9 (October)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Porcu, Emilio & Mateu, Jorge & Christakos, George, 2009. "Quasi-arithmetic means of covariance functions with potential applications to space-time data," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1830-1844, September.
- Tatiyana V. Apanasovich & Marc G. Genton, 2010. "Cross-covariance functions for multivariate random fields based on latent dimensions," Biometrika, Biometrika Trust, vol. 97(1), pages 15-30.
- Jun, Mikyoung, 2014. "Matérn-based nonstationary cross-covariance models for global processes," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 134-146.
- S. De Iaco & M. Palma & D. Posa, 2013. "Prediction of particle pollution through spatio-temporal multivariate geostatistical analysis: spatial special issue," AStA Advances in Statistical Analysis, Springer, vol. 97(2), pages 133-150, April.
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