메뉴 건너뛰기




Volumn 112, Issue , 2012, Pages 76-91

Nonstationary modeling for multivariate spatial processes

Author keywords

Cross covariance; Kernel smoother; Local stationarity; Mat rn; Multivariate; Nonstationary; Spatial Gaussian process

Indexed keywords


EID: 84863476484     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2012.05.011     Document Type: Article
Times cited : (75)

References (46)
  • 2
    • 78651246859 scopus 로고    scopus 로고
    • Local likelihood estimation for nonstationary random fields
    • Anderes E.B., Stein M.L. Local likelihood estimation for nonstationary random fields. Journal of Multivariate Analysis 2011, 102:506-520.
    • (2011) Journal of Multivariate Analysis , vol.102 , pp. 506-520
    • Anderes, E.B.1    Stein, M.L.2
  • 3
    • 77249111193 scopus 로고    scopus 로고
    • Cross-covariance functions for multivariate random fields based on latent dimensions
    • Apanasovich T.V., Genton M.G. Cross-covariance functions for multivariate random fields based on latent dimensions. Biometrika 2010, 97:15-30.
    • (2010) Biometrika , vol.97 , pp. 15-30
    • Apanasovich, T.V.1    Genton, M.G.2
  • 4
    • 84862880257 scopus 로고    scopus 로고
    • A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components
    • Apanasovich T.V., Genton M.G., Sun Y. A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components. Journal of the American Statistical Association 2012, 107:180-193.
    • (2012) Journal of the American Statistical Association , vol.107 , pp. 180-193
    • Apanasovich, T.V.1    Genton, M.G.2    Sun, Y.3
  • 8
    • 0042401905 scopus 로고    scopus 로고
    • Spectral methods for nonstationary spatial processes
    • Fuentes M. Spectral methods for nonstationary spatial processes. Biometrika 2002, 89:197-210.
    • (2002) Biometrika , vol.89 , pp. 197-210
    • Fuentes, M.1
  • 10
    • 13444251351 scopus 로고    scopus 로고
    • Nonstationary multivariate process modeling through spatially varying coregionalization (with discussion and rejoinder)
    • Gelfand A.E., Schmidt A.M., Banerjee S., Sirmans C.F. Nonstationary multivariate process modeling through spatially varying coregionalization (with discussion and rejoinder). Test 2004, 13:263-312.
    • (2004) Test , vol.13 , pp. 263-312
    • Gelfand, A.E.1    Schmidt, A.M.2    Banerjee, S.3    Sirmans, C.F.4
  • 11
    • 35348967788 scopus 로고    scopus 로고
    • Separable approximations of space-time covariance matrices
    • Genton M.G. Separable approximations of space-time covariance matrices. Environmetrics 2007, 18:681-695.
    • (2007) Environmetrics , vol.18 , pp. 681-695
    • Genton, M.G.1
  • 13
    • 84864999036 scopus 로고    scopus 로고
    • Estimators of fractal dimension: assessing the roughness of time series and spatial data, [stat.ME].
    • T. Gneiting, H. Ševčíková, D.B. Percival, Estimators of fractal dimension: assessing the roughness of time series and spatial data, 2011, [stat.ME]. arxiv:1101.1444v1.
    • (2011)
    • Gneiting, T.1    Ševčíková, H.2    Percival, D.B.3
  • 14
    • 0026465454 scopus 로고
    • Linear coregionalization model: tools for estimation and choice of cross-variogram matrix
    • Goulard M., Voltz M. Linear coregionalization model: tools for estimation and choice of cross-variogram matrix. Mathematical Geology 1992, 24:269-282.
    • (1992) Mathematical Geology , vol.24 , pp. 269-282
    • Goulard, M.1    Voltz, M.2
  • 16
    • 84864974658 scopus 로고    scopus 로고
    • A positive definite estimator of the nonstationary covariance of random fields
    • Kluwer Academic, Dordrecht, The Netherlands, P. Monestiez, D. Allard, R. Froidevaux (Eds.)
    • Guillot G., Senoussi R., Monestiez P. A positive definite estimator of the nonstationary covariance of random fields. GeoENV 2000: Third European Conference on Geostatistics for Environmental Applications 2001, 333-344. Kluwer Academic, Dordrecht, The Netherlands. P. Monestiez, D. Allard, R. Froidevaux (Eds.).
    • (2001) GeoENV 2000: Third European Conference on Geostatistics for Environmental Applications , pp. 333-344
    • Guillot, G.1    Senoussi, R.2    Monestiez, P.3
  • 17
    • 33845770233 scopus 로고    scopus 로고
    • Studies in the history of probability and statistics XLIX: on the Matérn correlation family
    • Guttorp P., Gneiting T. Studies in the history of probability and statistics XLIX: on the Matérn correlation family. Biometrika 2006, 93:989-995.
    • (2006) Biometrika , vol.93 , pp. 989-995
    • Guttorp, P.1    Gneiting, T.2
  • 19
    • 0032422974 scopus 로고    scopus 로고
    • A process-convolution approach to modelling temperatures in the North Atlantic Ocean
    • Higdon D. A process-convolution approach to modelling temperatures in the North Atlantic Ocean. Environmental and Ecological Statistics 1998, 5:173-190.
    • (1998) Environmental and Ecological Statistics , vol.5 , pp. 173-190
    • Higdon, D.1
  • 20
    • 0344153904 scopus 로고    scopus 로고
    • Computing the nearest correlation matrix-a problem from finance
    • Higham N.J. Computing the nearest correlation matrix-a problem from finance. IMA Journal of Numerical Analysis 2002, 22:329-343.
    • (2002) IMA Journal of Numerical Analysis , vol.22 , pp. 329-343
    • Higham, N.J.1
  • 21
    • 81855185602 scopus 로고    scopus 로고
    • Nonstationary cross-covariance models for multivariate processes on a globe
    • Jun M. Nonstationary cross-covariance models for multivariate processes on a globe. Scandinavian Journal of Statistics 2011, 38:726-747.
    • (2011) Scandinavian Journal of Statistics , vol.38 , pp. 726-747
    • Jun, M.1
  • 22
    • 52949115123 scopus 로고    scopus 로고
    • Spatial analysis to quantify numerical model bias and dependence: how many climate models are there?
    • Jun S., Knutti R., Nychka D.W. Spatial analysis to quantify numerical model bias and dependence: how many climate models are there?. Journal of the American Statistical Association 2008, 103:934-947.
    • (2008) Journal of the American Statistical Association , vol.103 , pp. 934-947
    • Jun, S.1    Knutti, R.2    Nychka, D.W.3
  • 23
    • 80053216896 scopus 로고    scopus 로고
    • A statistical investigation of the sensitivity of ensemble-based Kalman filters to covariance filtering
    • Jun M., Szunyogh I., Genton M.G., Zhang F., Bishop C.H. A statistical investigation of the sensitivity of ensemble-based Kalman filters to covariance filtering. Monthly Weather Review 2011, 139:3036-3051.
    • (2011) Monthly Weather Review , vol.139 , pp. 3036-3051
    • Jun, M.1    Szunyogh, I.2    Genton, M.G.3    Zhang, F.4    Bishop, C.H.5
  • 24
    • 79960050538 scopus 로고    scopus 로고
    • An approach to modeling asymmetric multivariate spatial covariance structures
    • Li B., Zhang H. An approach to modeling asymmetric multivariate spatial covariance structures. Journal of Multivariate Analysis 2011, 102:1445-1453.
    • (2011) Journal of Multivariate Analysis , vol.102 , pp. 1445-1453
    • Li, B.1    Zhang, H.2
  • 25
    • 79961050814 scopus 로고    scopus 로고
    • An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
    • Lindgren F., Rue H., Lindström J. An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach. Journal of the Royal Statistical Society (Series B) 2011, 73:423-498.
    • (2011) Journal of the Royal Statistical Society (Series B) , vol.73 , pp. 423-498
    • Lindgren, F.1    Rue, H.2    Lindström, J.3
  • 26
    • 34248573628 scopus 로고    scopus 로고
    • Multivariate spatial modeling for geostatistical data using convolved covariance functions
    • Majumdar A., Gelfand A.E. Multivariate spatial modeling for geostatistical data using convolved covariance functions. Mathematical Geology 2007, 39:225-245.
    • (2007) Mathematical Geology , vol.39 , pp. 225-245
    • Majumdar, A.1    Gelfand, A.E.2
  • 27
    • 77953299766 scopus 로고    scopus 로고
    • A generalized convolution model for multivariate nonstationary spatial processes
    • Majumdar A., Paul D., Bautista D. A generalized convolution model for multivariate nonstationary spatial processes. Statistica Sinica 2010, 20:675-695.
    • (2010) Statistica Sinica , vol.20 , pp. 675-695
    • Majumdar, A.1    Paul, D.2    Bautista, D.3
  • 28
    • 0002572881 scopus 로고
    • Spatial-temporal analysis of multivariate environmental monitoring data
    • North Holland, Amsterdam, G.P. Patil, C.R. Rao (Eds.)
    • Mardia K., Goodall C. Spatial-temporal analysis of multivariate environmental monitoring data. Multivariate Environmental Statistics 1993, 347-386. North Holland, Amsterdam. G.P. Patil, C.R. Rao (Eds.).
    • (1993) Multivariate Environmental Statistics , pp. 347-386
    • Mardia, K.1    Goodall, C.2
  • 30
    • 79961090651 scopus 로고    scopus 로고
    • Correlation models for temperature fields
    • North G.R., Wang J., Genton M.G. Correlation models for temperature fields. Journal of Climate 2011, 24:5850-5862.
    • (2011) Journal of Climate , vol.24 , pp. 5850-5862
    • North, G.R.1    Wang, J.2    Genton, M.G.3
  • 32
    • 84864987106 scopus 로고    scopus 로고
    • Nonstationary Gaussian processes for regression and spatial modelling, Ph.D. Thesis, Carnegie Mellon University, Department of Statistics,
    • C. Paciorek, Nonstationary Gaussian processes for regression and spatial modelling, Ph.D. Thesis, Carnegie Mellon University, Department of Statistics, 2003.
    • (2003)
    • Paciorek, C.1
  • 33
    • 33745999511 scopus 로고    scopus 로고
    • Spatial modelling using a new class of nonstationary covariance functions
    • Paciorek C.J., Schervish M.J. Spatial modelling using a new class of nonstationary covariance functions. Environmetrics 2006, 17:483-506.
    • (2006) Environmetrics , vol.17 , pp. 483-506
    • Paciorek, C.J.1    Schervish, M.J.2
  • 34
    • 67349152073 scopus 로고    scopus 로고
    • Quasi-arithmetic means of covariance functions with potential applications to space-time data
    • Porcu E., Mateu J., Christakos G. Quasi-arithmetic means of covariance functions with potential applications to space-time data. Journal of Multivariate Analysis 2009, 100:1830-1844.
    • (2009) Journal of Multivariate Analysis , vol.100 , pp. 1830-1844
    • Porcu, E.1    Mateu, J.2    Christakos, G.3
  • 35
    • 79958015033 scopus 로고    scopus 로고
    • Characterization theorems for some classes of covariance functions associated to vector valued random fields
    • Porcu E., Zastavnyi V. Characterization theorems for some classes of covariance functions associated to vector valued random fields. Journal of Multivariate Analysis 2011, 102:1293-1301.
    • (2011) Journal of Multivariate Analysis , vol.102 , pp. 1293-1301
    • Porcu, E.1    Zastavnyi, V.2
  • 36
    • 83555179381 scopus 로고    scopus 로고
    • A spatial analysis of multivariate output from regional climate models
    • Sain S.R., Furrer R., Cressie N. A spatial analysis of multivariate output from regional climate models. Annals of Applied Statistics 2011, 5:150-175.
    • (2011) Annals of Applied Statistics , vol.5 , pp. 150-175
    • Sain, S.R.1    Furrer, R.2    Cressie, N.3
  • 38
    • 77957588049 scopus 로고    scopus 로고
    • Some covariance models based on normal scale mixtures
    • Schlather M. Some covariance models based on normal scale mixtures. Bernoulli 2010, 16:780-797.
    • (2010) Bernoulli , vol.16 , pp. 780-797
    • Schlather, M.1
  • 41
    • 33746021399 scopus 로고    scopus 로고
    • Nonstationary spatial covariance functions
    • University of Chicago, CISES Technical Report 21,
    • M.L. Stein, Nonstationary spatial covariance functions, University of Chicago, CISES Technical Report 21, 2005.
    • (2005)
    • Stein, M.L.1
  • 42
    • 14544276393 scopus 로고    scopus 로고
    • Regional probabilities of precipitation change: a Bayesian analysis of multimodel simulations
    • Tebaldi C., Mearns L., Nychka D., Smith R. Regional probabilities of precipitation change: a Bayesian analysis of multimodel simulations. Geophysical Research Letters 2004, 31.
    • (2004) Geophysical Research Letters , vol.31
    • Tebaldi, C.1    Mearns, L.2    Nychka, D.3    Smith, R.4
  • 43
    • 57849156930 scopus 로고    scopus 로고
    • Joint projections of temperature and precipitation change from multiple climate models: a hierarchical Bayesian approach
    • Tebaldi C., Sansó B. Joint projections of temperature and precipitation change from multiple climate models: a hierarchical Bayesian approach. Journal of the Royal Statistical Society (Series A) 2009, 172:83-106.
    • (2009) Journal of the Royal Statistical Society (Series A) , vol.172 , pp. 83-106
    • Tebaldi, C.1    Sansó, B.2
  • 44
    • 0032525527 scopus 로고    scopus 로고
    • Constructing and fitting models for cokriging and multivariable spatial prediction
    • 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.
    • (1998) Journal of Statistical Planning and Inference , vol.69 , pp. 275-294
    • Ver Hoef, J.M.1    Barry, R.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.