An approach to modeling asymmetric multivariate spatial covariance structures

DOI10.1016/J.JMVA.2011.05.010MaRDI QIDQ634560zbMATHOpenAlexFDO

Authors Bo Li, Hao Zhang

Publication date 16 August 2011

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2011.05.010

zbMATH Keywords

asymmetrysymmetrymultivariate covariance functionintrinsic modelbivariate Matérn

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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• Matérn cross-covariance functions for multivariate random fields
• Multivariable spatial prediction
• Multivariate spatial modeling for geostatistical data using convolved covariance functions
• Nonstationary multivariate process modeling through spatially varying coregionalization
• Prediction, interpolation and regression for spatially misaligned data
• Statistical Methods for Regular Monitoring Data
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Testing the covariance structure of multivariate random fields

Cited in

(20)

• Spatio-Temporal Cross-Covariance Functions under the Lagrangian Framework with Multiple Advections
• Unifying compactly supported and Matérn covariance functions in spatial statistics
• Nonstationary modeling for multivariate spatial processes
• Latent Network Structure Learning From High-Dimensional Multivariate Point Processes
• Flexible modeling of variable asymmetries in cross-covariance functions for multivariate random fields
• Nearest neighbors weighted composite likelihood based on pairs for (non-)Gaussian massive spatial data with an application to Tukey-\(hh\) random fields estimation
• Cross-covariance functions for multivariate geostatistics
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
• Modeling Nonstationary and Asymmetric Multivariate Spatial Covariances via Deformations
• Process-driven direction-dependent asymmetry: identification and quantification of directional dependence in spatial fields
• Matérn-based nonstationary cross-covariance models for global processes
• A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields
• Variogram matrix functions for vector random fields with second-order increments
• Asymmetric matrix-valued covariances for multivariate random fields on spheres
• Capturing multivariate spatial dependence: model, estimate and then predict
• Cross-dimple in the cross-covariance functions of bivariate isotropic random fields on spheres
• Composite likelihood inference for multivariate Gaussian random fields
• Complex-valued random fields for vectorial data: estimating and modeling aspects
• Covariance models for multivariate random fields resulting from pseudo cross-variograms
• Matrix-valued isotropic covariance functions with local extrema

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