Title of article :
Characterization theorems for some classes of covariance functions associated to vector valued random fields
Author/Authors :
Porcu، نويسنده , , Emilio and Zastavnyi، نويسنده , , Viktor، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2011
Abstract :
We characterize some important classes of cross-covariance functions associated to vector valued random fields based on latent dimensions. We also give some results for mixture based models that allow for the construction of new cross-covariance models. In particular, we give a criterion for the permissibility of quasi-arithmetic operators in order to construct valid cross covariances.
Keywords :
Cross-covariance functions , Multivariate Laplace transforms , Exponentially convex functions , Quasi-arithmetic operators , Vector valued random fields , Latent dimensions
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis