Capturing multivariate spatial dependence: model, estimate and then predict

DOI10.1214/15-STS517zbMATH Open1332.86009arXiv1507.08401WikidataQ58315076 ScholiaQ58315076MaRDI QIDQ254433FDOQ254433

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)

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].

Full work available at URL: https://arxiv.org/abs/1507.08401

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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)

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Cited In (4)

• Beyond the valley of the covariance function
• Indicator Variables in Spatial Prediction WhenΣIs Unknown
• Title not available (Why is that?)
• Rejoinder

Uses Software

• spBayes
• FRK

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