• 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
  • Pages
    9
  • From page
    1445
  • To page
    1453
  • 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
  • Serial Year
    2011
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1565634