Title of article :
An approach to modeling asymmetric multivariate spatial covariance structures
Author/Authors :
Li، نويسنده , , Bo and Zhang، نويسنده , , Hao، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2011
Abstract :
We propose a framework in light of the delay effect to model the asymmetry of multivariate covariance functions that is often exhibited in real data. This general approach can endow any valid symmetric multivariate covariance function with the ability of modeling asymmetry and is very easy to implement. Our simulations and real data examples show that asymmetric multivariate covariance functions based on our approach can achieve remarkable improvements in prediction over symmetric models.
Keywords :
Asymmetry , Multivariate covariance function , Intrinsic model , Symmetry , Bivariate Matérn
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis