Logistic vector random fields with logistic direct and cross covariances

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Authors
Balakrishnan, N.
Ma, Chunsheng
Wang, Renxiang
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Issue Date
2015-06
Type
Article
Keywords
Covariance matrix function , Elliptically contoured random field , Gaussian random field , Isotropic , Logistic distribution , Spherically invariant random field , Stationary , Variogram
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Citation
Balakrishnan, N.; Ma, Chunsheng; Wang, Renxiang. 2015. Logistic vector random fields with logistic direct and cross covariances. Journal of Statistical Planning and Inference, vol. 161, June 2015:pp 109–118
Abstract

The logistic vector random field is introduced in this paper as a scale mixture of Gaussian vector random fields, and is thus a particular elliptically contoured (spherically invariant) vector random field. Such a logistic vector random field is characterized by its mean function and covariance matrix function just as in the case of Gaussian vector random fields, and so it is flexible enough to allow for any possible mean structure or covariance matrix structure. We also derive covariance matrix functions whose direct and cross covariances are of the logistic type.

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Publisher
Elsevier B.V.
Journal
Journal of Statistical Planning and Inference
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ISSN
0378-3758
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