• 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