Vector random fields with compactly supported covariance matrix functions

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Authors
Du, Juan
Ma, Chunsheng
Advisors
Issue Date
2013-03
Type
Article
Keywords
Covariance matrix function , Covariance tapering , Cross covariance , Direct covariance , Elliptically contoured random field , Gaussian random field , Variogram matrix function
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Citation
Du, Juan; Ma, Chunsheng.2013. Vector random fields with compactly supported covariance matrix functions. Journal of Statistical Planning and Inference, v.143 no.3 pp.457-467
Abstract

The objective of this paper is to construct covariance matrix functions whose entries are compactly supported, and to use them as building blocks to formulate other covariance matrix functions for second-order vector stochastic processes or random fields. In terms of the scale mixture of compactly supported covariance matrix functions, we derive a class of second-order vector stochastic processes on the real line whose direct and cross covariance functions are of Polya type. Then some second-order vector random fields in whose direct and cross covariance functions are compactly supported are constructed by using a convolution approach and a mixture approach.

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Publisher
Elsevier
Journal
Book Title
Series
Journal of Statistical Planning and Inference;v.143 no.3
PubMed ID
DOI
ISSN
0378-3758
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