Classes of compactly supported covariance functions for multivariate random fields

Daryl J. Daley, Emilio Porcu, Moreno Bevilacqua

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

45 Citas (Scopus)

Resumen

The paper combines simple general methodologies to obtain new classes of matrix-valued covariance functions that have two important properties: (i) the domains of the compact support of the several components of the matrix-valued functions can vary between components; and (ii) the overall differentiability at the origin can also vary. These models exploit a class of functions called here the Wendland–Gneiting class; their use is illustrated via both a simulation study and an application to a North American bivariate dataset of precipitation and temperature. Because for this dataset, as for others, the empirical covariances exhibit a hole effect, the turning bands operator is extended to matrix-valued covariance functions so as to obtain matrix-valued covariance models with negative covariances.

Idioma originalInglés
Páginas (desde-hasta)1249-1263
Número de páginas15
PublicaciónStochastic Environmental Research and Risk Assessment
Volumen29
N.º4
DOI
EstadoPublicada - 1 may. 2015

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