Matérn cross-covariance functions for multivariate random fields


Gneiting, Tilmann ; Kleiber, William ; Schlather, Martin


DOI: https://doi.org/10.1198/jasa.2010.tm09420
URL: https://www.tandfonline.com/doi/abs/10.1198/jasa.2...
Additional URL: http://amath.colorado.edu/faculty/kleiberw/papers/...
Document Type: Article
Year of publication: 2010
The title of a journal, publication series: Journal of the American Statistical Association : JASA
Volume: 105
Issue number: 491
Page range: 1167-1177
Place of publication: Abingdon [u.a.]
Publishing house: Taylor & Francis Group
ISSN: 0162-1459 , 0003-1291
Publication language: English
Institution: School of Business Informatics and Mathematics > Mathematische Statistik (Schlather 2012-)
Subject: 310 Statistics
Keywords (English): spatial statistics, covariance function, weather forecasting, random field
Abstract: We introduce a flexible parametric family of matrix-valued covariance functions for multivariate spatial random fields, where each constituent component is a Matern process. The model parameters are interpretable in terms of process variance, smoothness, correlation length, and co-located correlation coefficients, which can be positive or negative. Both the marginal and the cross covariance functions are of the Matern type. In a data example on error fields for numerical predictions of temperature and pressure over the Pacific Northwest, we compare the Matern model to the traditional linear model of coregionalization.

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.




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Gneiting, Tilmann ; Kleiber, William ; Schlather, Martin (2010) Matérn cross-covariance functions for multivariate random fields. Journal of the American Statistical Association : JASA Abingdon [u.a.] 105 491 1167-1177 [Article]


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