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Matrix-valued isotropic covariance functions with local extrema

Abstract

Multivariate random fields are commonly used in spatial statistics and natural science to model coregionalized variables. In this context, the matrix-valued covariance function plays a central role in capturing their spatial continuity and interdependence. This study aims to contribute to the literature on covariance modeling by proposing new parametric families of isotropic matrix-valued functions exhibiting non-monotonic behaviors, namely hole effects and cross-dimples. The benefit of the proposed models is shown on a bivariate data set consisting of concentrations of airborne particulate matter.

article Article
date_range 2024
language English
link Link of the paper
format_quote
A
Alegria Alfredo
E
Emery Xavier
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Featured Keywords
Hole effect
Cross-dimple
Matern model
Coregionalization modeling
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