An approach to modeling asymmetric multivariate spatial covariance structures

Bo Li and Hao Zhang

Journal of Multivariate Analysis, 2011, vol. 102, issue 10, 1445-1453

Abstract: 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.

Keywords: Asymmetry; Bivariate; Matern; Intrinsic; model; Multivariate; covariance; function; Symmetry (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (9)

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