Asymmetric Matrix-Valued Covariances for Multivariate Random Fields on Spheres
From MaRDI portal
Publication:6288228
DOI10.1080/00949655.2017.1406488arXiv1706.07766WikidataQ57815807 ScholiaQ57815807MaRDI QIDQ6288228
Alfredo Alegria, Reinhard Furrer, Emilio Porcu
Publication date: 23 June 2017
Abstract: Matrix-valued covariance functions are crucial to geostatistical modeling of multivariate spatial data. The classical assumption of symmetry of a multivariate covariance function is overlay restrictive and has been considered as unrealistic for most of real data applications. Despite of that, the literature on asymmetric covariance functions has been very sparse. In particular, there is some work related to asymmetric covariances on Euclidean spaces, depending on the Euclidean distance. However, for data collected over large portions of planet Earth, the most natural spatial domain is a sphere, with the corresponding geodesic distance being the natural metric. In this work, we propose a strategy based on spatial rotations to generate asymmetric covariances for multivariate random fields on the -dimensional unit sphere. We illustrate through simulations as well as real data analysis that our proposal allows to achieve improvements in the predictive performance in comparison to the symmetric counterpart.
This page was built for publication: Asymmetric Matrix-Valued Covariances for Multivariate Random Fields on Spheres
