On the flexibility of multivariate covariance models: comment on the paper by Genton and Kleiber

DOI10.1214/15-STS516zbMath1332.86006arXiv1507.08386MaRDI QIDQ254426

Amanda S. Hering, Emilio Porcu, Moreno Bevilacqua

Publication date: 8 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.08386

Mathematics Subject Classification ID

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

Related Items (8)

Covariance tapering for multivariate Gaussian random fields estimation ⋮ Computational advances for spatio-temporal multivariate environmental models ⋮ Criteria and characterizations for spatially isotropic and temporally symmetric matrix-valued covariance functions ⋮ The Schoenberg kernel and more flexible multivariate covariance models in Euclidean spaces ⋮ Asymptotically equivalent prediction in multivariate geostatistics ⋮ Assessing the significance of the correlation between the components of a bivariate Gaussian random field ⋮ Strictly positive definite multivariate covariance functions on spheres ⋮ Likelihood-based inference for multivariate space-time wrapped-Gaussian fields

Cites Work

• Matérn Cross-Covariance Functions for Multivariate Random Fields

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