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dc.contributor.authorMa, Chunsheng
dc.date.accessioned2013-06-10T18:27:37Z
dc.date.available2013-06-10T18:27:37Z
dc.date.issued2013-04
dc.identifier.citationMa, Chunsheng. 2013. K-distributed vector random fields in space and time. Statistics & Probability Letters, v.83 no.4 pp.1143-1150en_US
dc.identifier.issn0167-7152
dc.identifier.otherWOS:000317090600025
dc.identifier.urihttp://dx.doi.org/10.1016/j.spl.2013.01.004
dc.identifier.urihttp://hdl.handle.net/10057/5697
dc.descriptionClick on the DOI link to access the article (may not be free).en_US
dc.description.abstractThis paper introduces two types of second-order vector random fields or stochastic processes whose marginals are K-distributed, through certain mixture procedures. The first type is formulated as an independent product of a Gamma random variable and a χ2 vector random field, with an arbitrary spatial, temporal, or spatio-temporal index domain. The second type is formed as an independent product of a Gamma process and a χ2 vector random field, with the index domain limited on the nonnegative part of the real line. We derive the mean and covariance matrix functions of these K-distributed vector random fields, as well as the corresponding finite-dimensional Laplace transformations.en_US
dc.language.isoen_USen_US
dc.publisherElsevieren_US
dc.relation.ispartofseriesStatistics & Probability Letters;v.83 no.4
dc.subjectCovariance matrix functionen_US
dc.subjectGamma processen_US
dc.subjectχ2 random fielden_US
dc.subjectK-distributionen_US
dc.subjectRayleigh random fielden_US
dc.titleK-distributed vector random fields in space and timeen_US
dc.typeArticleen_US
dc.description.versionPeer reviewed
dc.rights.holderCopyright © 2013 Elsevier B.V. All rights reserved.


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