Characterization theorems for some classes of covariance functions associated to vector valued random fields

被引：38

作者：

Porcu, Emilio ^{[1
]}

Zastavnyi, Viktor ^{[2
]}

机构：

[1] Univ Gottingen, Inst Math Stochast, D-3400 Gottingen, Germany

[2] Donetsk Natl Univ, Dept Math, Donetsk, Ukraine

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2011年 / 102卷 / 09期

关键词：

Cross-covariance functions; Exponentially convex functions; Latent dimensions; Multivariate Laplace transforms; Quasi-arithmetic operators; Vector valued random fields;

D O I：

10.1016/j.jmva.2011.04.013

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2011 Elsevier Inc. All rights reserved.

引用

页码：1293 / 1301

页数：9

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