An approach to modeling asymmetric multivariate spatial covariance structures

Journal of Multivariate Analysis

Volumn 102, Issue 10, 2011, Pages 1445-1453

  Li, Bo ^a   Zhang, Hao ^a  

^a PURDUE UNIVERSITY   (United States)

Author keywords

Asymmetry; Bivariate mat rn; Intrinsic model; Multivariate covariance function; Symmetry

Indexed keywords

EID: 79960050538     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2011.05.010     Document Type: Article

References (26)

1. Apanasovich T., Genton M.G. Cross-covariance functions for multivariate random fields based on latent dimensions. Biometrika 2010, 97:15-30.
2. Banerjee S., Gelfand A.E. Prediction, interpolation and regression for spatially misaligned data. Sankhyā Series A 2002, 64:227-245.
3. Casey K.S., Adamec D. Sea surface temperature and sea surface height variability in the North Pacific Ocean from 1993 to 1999. Journal of Geophysical Research (Oceans) 2002, 107(C8). 10.1029/2001JC001060.
4. Cox D.R., Isham V. A simple spatial-temporal model of rainfall. Proceedings of the Royal Society of London. Series A 1988, 415:317-328.
5. Cressie N. Statistics for Spatial Data 1993, Wiley, New York.
6. Gaspari G., Cohn S.E. Construction of correlation functions in two and three dimensions. Quarterly Journal of the Royal Meteorological Society 1999, 125:723-757.
7. Gelfand A.E., Schmidt A.M., Banerjee S., Sirmans C.F. Nonstationary multivariate process modeling through spatially varying coregionalization. TEST 2004, 13:263-312.
8. Gneiting T., Genton M.G., Guttorp P. Geostatistical space-time models, stationarity, separability and full Symmetry. Statistics of Spatio-Temporal Systems 2007, vol. 107:151-175. Chapman & Hall, CRC Press, Boca Raton, FL.
9. Gneiting T., Kleiber W., Schlather M. Matérn cross-covariance functions for multivariate random fields. Journal of the American Statistical Association 2010, 105:1167-1177.
10. Gneiting T., Raftery A.E. Strictly proper scoring rules, prediction, and estimation. Journal of the American Statistical Association 2007, 102:359-378.
11. Li B., Genton M.G., Sherman M. Testing the covariance structure of multivariate random fields. Biometrika 2008, 95:813-829.
12. Majumdar A., Gelfand A.E. Multivariate spatial modeling using convolved covariance functions. Mathematical Biology 2007, 39:225-245.
13. Mardia K.V., Goodall C.R. Spatial-temporal analysis of multivariate environmental monitoring data. North-Holland Ser. Statist. Probab. 1993, vol. 6:347-386. North-Holland, Amsterdam.
14. Pascual J., Zhang H. Estimation of linear correlation coefficient of two correlated spatial processes. Sankhyā 2006, 68:307-325.
15. Royle J.A., Berliner L.M. A hierarchical approach to multivariate spatial modeling and prediction. Journal of Agricultural, Biological, and Environmental Statistics 1999, 4:29-56.
16. Sain S.R., Cressie N. A spatial model for multivariate lattice data. Journal of Econometrics 2007, 140:226-259.
17. Schmidt A.M., Gelfand A.E. A Bayesian coregionalization approach for multivariate pollutant data. Journal of Geophysical Research 2003, 108. 10.1029/2002JD002905.
18. Stein M. Interpolation of Spatial Data: Some Theory for Kriging 1999, Springer-Verlag, New York.
19. Stein M.L. Statistical methods for regular monitoring data. Journal of the Royal Statistical Society, Series B 2005, 67:667-687.
20. Vargas-Guzman J.A., Warrick A.W., Myers D.E. Coregionalization by linear combination of nonorthogonal components. Journal of Mathematical Geology 2002, 34:405-419.
21. Ver Hoef J.M., Barry R.P. Constructing and fitting models for cokriging and multivariable spatial prediction. Journal of Statistical Planning and Inference 1998, 69:275-294.
22. Ver Hoef J.M., Cressie N. Multivariate spatial prediction. Journal of Mathematical Geology 1992, 25:219-240.
23. Wackernagel H. Multivariate Geostatistics: An Introduction with Applications 2003, Springer-Verlag, Berlin. 2nd ed.
24. Webster J., Brown K.L., Webster K.S. Source and transport of trace metals in the Hatea River and Estuary, Whangarei, New Zealand. New Zealand Journal of Marine & Freshwater Research 2000, 34:187-201.
25. Wikle C.K., Cressie N. A dimension-reduction approach to space-time Kalman filtering. Biometrika 1999, 86:815-829.
26. Zhang H. Maximum-likelihood estiamtion for multivariate spatial linear coregionalization models. Environmetrics 2007, 18:125-139.