Variogram matrix functions for vector random fields with second-order increments

dc.contributor.author	Du, Juan
dc.contributor.author	Ma, Chunsheng
dc.date.accessioned	2012-06-07T17:23:44Z
dc.date.available	2012-06-07T17:23:44Z
dc.date.issued	2012-05
dc.identifier.citation	Du, Juan and Chunsheng Ma. 2012. "Variogram Matrix Functions for Vector Random Fields with Second-Order Increments". Mathematical Geosciences. 44 (4): 411-425.	en_US
dc.identifier.issn	1874-8961
dc.identifier.other	WOS: 000304111700004
dc.identifier.uri	http://hdl.handle.net/10057/5118
dc.identifier.uri	http://dx.doi.org/10.1007/s11004-011-9377-y
dc.description	Click on the DOI link below to access the article (may not be free).	en_US
dc.description.abstract	The variogram matrix function is an important measure for the dependence of a vector random field with second-order increments, and is a useful tool for linear predication or cokriging. This paper proposes an efficient approach to construct variogram matrix functions, based on three ingredients: a univariate variogram, a conditionally negative definite matrix, and a Bernstein function, and derives three classes of variogram matrix functions for vector elliptically contoured random fields. Moreover, various dependence structures among components can be derived through appropriate mixture procedures demonstrated in this paper. We also obtain covariance matrix functions for second-order vector random fields through the Schoenberg–Lévy kernels.	en_US
dc.language.iso	en_US	en_US
dc.publisher	Springer	en_US
dc.relation.ispartofseries	Mathematical Geosciences;2012, Vol. 44, No. 4
dc.subject	Bernstein function	en_US
dc.subject	Conditionally negative definite matrix	en_US
dc.subject	Covariance matrix	en_US
dc.subject	Elliptically contoured random field	en_US
dc.subject	Gaussian random field	en_US
dc.subject	Schoenberg-Lévy kernel	en_US
dc.subject	Variogram matrix	en_US
dc.subject.classification	GEOLOGY
dc.subject.classification	MATHEMATICS
dc.title	Variogram matrix functions for vector random fields with second-order increments	en_US
dc.type	Article	en_US
dc.description.version	Peer reviewed
dc.rights.holder	Copyright © International Association for Mathematical Geosciences 2011