Article ID Journal Published Year Pages File Type
1146603 Journal of Multivariate Analysis 2011 9 Pages PDF
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
, ,