کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146369 957506 2011 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An approach to modeling asymmetric multivariate spatial covariance structures
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
An approach to modeling asymmetric multivariate spatial covariance structures
چکیده انگلیسی

We propose a framework in light of the delay effect to model the asymmetry of multivariate covariance functions that is often exhibited in real data. This general approach can endow any valid symmetric multivariate covariance function with the ability of modeling asymmetry and is very easy to implement. Our simulations and real data examples show that asymmetric multivariate covariance functions based on our approach can achieve remarkable improvements in prediction over symmetric models.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 102, Issue 10, November 2011, Pages 1445–1453
نویسندگان
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