Unifying compactly supported and Matérn covariance functions in spatial statistics
From MaRDI portal
(Redirected from Publication:69403)
Abstract: The Mat{'e}rn family of covariance functions has played a central role in spatial statistics for decades, being a flexible parametric class with one parameter determining the smoothness of the paths of the underlying spatial field. This paper proposes a new family of spatial covariance functions, which stems from a reparameterization of the generalized Wendland family. As for the Mat{'e}rn case, the new class allows for a continuous parameterization of the smoothness of the underlying Gaussian random field, being additionally compactly supported. More importantly, we show that the proposed covariance family generalizes the Mat{'e}rn model which is attained as a special limit case. The practical implication of our theoretical results questions the effective flexibility of the Mat{'e}rn covariance from modeling and computational viewpoints. Our numerical experiments elucidate the speed of convergence of the proposed model to the Mat{'e}rn model. We also inspect the level of sparseness of the associated (inverse) covariance matrix and the asymptotic distribution of the maximum likelihood estimator under increasing and fixed domain asymptotics. The effectiveness of our proposal is illustrated by analyzing a georeferenced dataset on maximum temperatures over the southeastern United States, and performing a re-analysis of a large spatial point referenced dataset of yearly total precipitation anomalies
Recommendations
- Nonseparable, space-time covariance functions with dynamical compact supports
- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
- New compactly supported spatiotemporal covariance functions from SPDEs
- Matérn cross-covariance functions for multivariate random fields
- On some Matérn covariance functions for spatio-temporal random fields
Cites work
- scientific article; zbMATH DE number 48232 (Why is no real title available?)
- scientific article; zbMATH DE number 2020395 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- A case study competition among methods for analyzing large spatial data
- A general framework for SPDE-based stationary random fields
- A general framework for Vecchia approximations of Gaussian processes
- An approach to modeling asymmetric multivariate spatial covariance structures
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- Asymptotically efficient prediction of a random field with a missspecified covariance function
- Closed form representations for a class of compactly supported radial basis functions
- Compactly supported correlation functions
- Correlation theory of stationary and related random functions. Volume I: Basic results
- Covariance tapering for likelihood-based estimation in large spatial data sets
- Covariance tapering for multivariate Gaussian random fields estimation
- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
- Estimators of fractal dimension: assessing the roughness of time series and spatial data
- Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
- Interpolation of spatial data. Some theory for kriging
- Matérn cross-covariance functions for multivariate random fields
- Maximum likelihood estimation of models for residual covariance in spatial regression
- Nonseparable, space-time covariance functions with dynamical compact supports
- ON STATIONARY PROCESSES IN THE PLANE
- On fixed-domain asymptotics and covariance tapering in Gaussian random field models
- On positive definiteness of some functions
- On smoothness properties of spatial processes
- Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree
- Positive-definite splines of special form
- Space–Time Covariance Functions
- Statistics for spatio-temporal data
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Studies in the history of probability and statistics XLIX: On the Matérn correlation family
- Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
- The centred parameterization and related quantities of the skew-\(t\) distribution
- The missing Wendland functions
- The role of the range parameter for estimation and prediction in geostatistics
- Towards reconciling two asymptotic frameworks in spatial statistics
- Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
- Wendland functions with increasing smoothness converge to a Gaussian
Cited in
(14)- Compactly supported correlation functions
- Nearest neighbors weighted composite likelihood based on pairs for (non-)Gaussian massive spatial data with an application to Tukey-\(hh\) random fields estimation
- The Matérn model: a journey through statistics, numerical analysis and machine learning
- Extending the Gneiting class for modeling spatially isotropic and temporally symmetric vector random fields
- Extending the generalized Wendland covariance model
- Distributed Bayesian inference in massive spatial data
- A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes
- GeneralizedWendland
- GeoModels
- A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields
- Spatio-Temporal Analysis and Prediction of Mass Telecommunication Base Station Failure Events
- Assessing the estimation of nearly singular covariance matrices for modeling spatial variables
- A flexible Clayton-like spatial copula with application to bounded support data
- Studies in the history of probability and statistics XLIX: On the Matérn correlation family
This page was built for publication: Unifying compactly supported and Matérn covariance functions in spatial statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q69403)
