Parametric variogram matrices incorporating both bounded and unbounded functions

Wanfang Chen, Marc G. Genton

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


We construct a flexible class of parametric models for both traditional and pseudo variogram matrix (valued functions), where the off-diagonal elements are the traditional cross variograms and pseudo cross variograms, respectively, and the diagonal elements are the direct variograms, based on the method of latent dimensions and the linear model of coregionalization. The entries in the parametric variogram matrix allow for a smooth transition between boundedness and unboundedness by changing the values of parameters, and thus between joint second-order and intrinsically stationary vector random fields, or between multivariate geometric Gaussian processes and multivariate Brown–Resnick processes in spatial extreme analysis.
Original languageEnglish (US)
Pages (from-to)1669-1679
Number of pages11
JournalStochastic Environmental Research and Risk Assessment
Issue number10
StatePublished - Jul 30 2019


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