Variogram Matrix Functions for Vector Random Fields with Second-Order Increments |
| |
| Authors: | Juan Du Chunsheng Ma |
| |
| Institution: | 1.Department of Statistics,Kansas State University,Manhattan,USA;2.Department of Mathematics, Statistics, and Physics,Wichita State University,Wichita,USA;3.School of Economics,Wuhan University of Technology,Wuhan,China |
| |
| 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. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
