Title of article
Characterization theorems for some classes of covariance functions associated to vector valued random fields
Author/Authors
Porcu، نويسنده , , Emilio and Zastavnyi، نويسنده , , Viktor، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2011
Pages
9
From page
1293
To page
1301
Abstract
We characterize some important classes of cross-covariance functions associated to vector valued random fields based on latent dimensions. We also give some results for mixture based models that allow for the construction of new cross-covariance models. In particular, we give a criterion for the permissibility of quasi-arithmetic operators in order to construct valid cross covariances.
Keywords
Cross-covariance functions , Multivariate Laplace transforms , Exponentially convex functions , Quasi-arithmetic operators , Vector valued random fields , Latent dimensions
Journal title
Journal of Multivariate Analysis
Serial Year
2011
Journal title
Journal of Multivariate Analysis
Record number
1565621
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