| dc.contributor.author |
Du, Juan |
|
| dc.contributor.author |
Leonenko, Nikolai |
|
| dc.contributor.author |
Ma, Chunsheng |
|
| dc.contributor.author |
Shu, Hong |
|
| dc.date.accessioned |
2012-07-17T18:05:31Z |
|
| dc.date.available |
2012-07-17T18:05:31Z |
|
| dc.date.issued |
2012-06-26 |
|
| dc.identifier.citation |
Du, Juan; Leonenko, Nikolai; Ma, Chunsheng & Hong, Shu.2012. Hyperbolic vector random fields with hyperbolic direct and cross covariance functions, Stochastic Analysis and Applications, Volume 30, Issue 4, pp.662-674 |
en_US |
| dc.identifier.issn |
0736-2994 |
|
| dc.identifier.other |
WOS: 000305514600006 |
|
| dc.identifier.uri |
http://hdl.handle.net/10057/5241 |
|
| dc.identifier.uri |
http://dx.doi.org/10.1080/07362994.2012.684325 |
|
| dc.description |
Click on the DOI link below to access the article (may not be free). |
en_US |
| dc.description.abstract |
This article introduces the hyperbolic vector random field whose finite-dimensional distributions are the generalized hyperbolic one, which is formulated as a scale mixture of Gaussian random fields and is thus an elliptically contoured (or spherically invariant) random field. Such a vector random field may or may not have second-order moments, while a second-order one is characterized by its mean function and its covariance matrix function, just as in a Gaussian case. Some covariance matrix structures of hyperbolic type are constructed in this paper for second-order hyperbolic vector random fields. |
en_US |
| dc.description.sponsorship |
The authors wish to thank an anonymous referee for valuable comments and for references on the generalized K distribution. C. Ma's work is supported in part by U.S. Department of Energy under Grant DE-SC0005359, in part by the Kansas NSF EPSCoR under Grant EPS0903806, and in part by a Kansas Technology Enterprise Corporation grant. |
en_US |
| dc.language.iso |
en_US |
en_US |
| dc.publisher |
Taylor & Francis |
en_US |
| dc.relation.ispartofseries |
Stochastic Analysis and Applications;2012, Vol.30, No.4 |
|
| dc.subject |
Conditionally negative definite matrix |
en_US |
| dc.subject |
Covariance matrix function |
en_US |
| dc.subject |
Elliptically contoured random field |
en_US |
| dc.subject |
Gaussian random field |
en_US |
| dc.subject |
Generalized hyperbolic distribution |
en_US |
| dc.subject |
Generalized inverse Gaussian distribution |
en_US |
| dc.subject |
Spherically invariant random field |
en_US |
| dc.subject |
Variogram |
en_US |
| dc.title |
Hyperbolic vector random fields with hyperbolic direct and cross covariance functions |
en_US |
| dc.type |
Article |
en_US |
| dc.description.version |
Peer reviewed |
|