Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146603 | Journal of Multivariate Analysis | 2011 | 9 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Emilio Porcu, Viktor Zastavnyi,