Abstract
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 language | English (US) |
|---|---|
| Pages (from-to) | 1669-1679 |
| Number of pages | 11 |
| Journal | Stochastic Environmental Research and Risk Assessment |
| Volume | 33 |
| Issue number | 10 |
| DOIs | |
| State | Published - Jul 30 2019 |
Bibliographical note
KAUST Repository Item: Exported on 2020-10-01Acknowledgements: The authors are grateful to Martin Schlather for providing the R code used in Schlather and Moreva (2017), based on which the visuanimations of direct and cross variograms in Movies 1 and 2 in the electronic supplementary material were produced. This research was supported by King Abdullah University of Science and Technology (KAUST).