Capturing multivariate spatial dependence: model, estimate and then predict

DOI10.1214/15-STS517MaRDI QIDQ254433zbMATH OpenWikidataFDO

Authors Sandy Burden, Walter Davis, Payam Mokhtarian, Thomas Suesse, Andrew Zammit-Mangion, Noel Cressie, Pavel N. Krivitsky

Publication date 8 March 2016

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.08401, https://projecteuclid.org/euclid.ss/1433341474

zbMATH Keywords

nonstationarityasymmetric cross-covariance functionconditional approachfactor processlatent process

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Analysis of variance and covariance (ANOVA) (62J10) Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32)

Abstract: Physical processes rarely occur in isolation, rather they influence and interact with one another. Thus, there is great benefit in modeling potential dependence between both spatial locations and different processes. It is the interaction between these two dependencies that is the focus of Genton and Kleiber's paper under discussion. We see the problem of ensuring that any multivariate spatial covariance matrix is nonnegative definite as important, but we also see it as a means to an end. That "end" is solving the scientific problem of predicting a multivariate field. [arXiv:1507.08017].

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Cited in

(4)

• scientific article; zbMATH DE number 5639889 (Why is no real title available?)
• Indicator Variables in Spatial Prediction WhenΣIs Unknown
• Rejoinder
• Beyond the valley of the covariance function

Describes a project that uses

Uses Software

• spBayes
• FRK

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