Nonstationary multivariate process modeling through spatially varying coregionalization
Author
Abstract
Suggested Citation
DOI: 10.1007/BF02595775
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Montserrat Fuentes, 2002. "Spectral methods for nonstationary spatial processes," Biometrika, Biometrika Trust, vol. 89(1), pages 197-210, March.
- Browne, William J. & Draper, David & Goldstein, Harvey & Rasbash, Jon, 2002. "Bayesian and likelihood methods for fitting multilevel models with complex level-1 variation," Computational Statistics & Data Analysis, Elsevier, vol. 39(2), pages 203-225, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tatiyana V. Apanasovich & David Ruppert & Joanne R. Lupton & Natasa Popovic & Nancy D. Turner & Robert S. Chapkin & Raymond J. Carroll, 2008. "Aberrant Crypt Foci and Semiparametric Modeling of Correlated Binary Data," Biometrics, The International Biometric Society, vol. 64(2), pages 490-500, June.
- Marcelo Cunha & Dani Gamerman & Montserrat Fuentes & Marina Paez, 2017. "A non-stationary spatial model for temperature interpolation applied to the state of Rio de Janeiro," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(5), pages 919-939, November.
- Peter J. Brockwell & Yasumasa Matsuda, 2015. "Levy-driven CARMA Random Fields on Rn," TERG Discussion Papers 339, Graduate School of Economics and Management, Tohoku University.
- Martin Tingley & Benjamin Shaby, 2015. "Comments on: Comparing and selecting spatial predictors using local criteria," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 47-53, March.
- Joaquim Henriques Vianna Neto & Alexandra M. Schmidt & Peter Guttorp, 2014. "Accounting for spatially varying directional effects in spatial covariance structures," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 63(1), pages 103-122, January.
- Abrahantes, Jose Cortinas & Molenberghs, Geert & Burzykowski, Tomasz & Shkedy, Ziv & Abad, Ariel Alonso & Renard, Didier, 2004. "Choice of units of analysis and modeling strategies in multilevel hierarchical models," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 537-563, October.
- Fuentes, Montserrat, 2005. "A formal test for nonstationarity of spatial stochastic processes," Journal of Multivariate Analysis, Elsevier, vol. 96(1), pages 30-54, September.
- Li, Yang & Zhu, Zhengyuan, 2016. "Modeling nonstationary covariance function with convolution on sphere," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 233-246.
- Christopher K. Wikle, 2003. "Hierarchical Models in Environmental Science," International Statistical Review, International Statistical Institute, vol. 71(2), pages 181-199, August.
- Brandon LeBeau & Yoon Ah Song & Wei Cheng Liu, 2018. "Model Misspecification and Assumption Violations With the Linear Mixed Model: A Meta-Analysis," SAGE Open, , vol. 8(4), pages 21582440188, December.
- Ashton Wiens & Douglas Nychka & William Kleiber, 2020. "Modeling spatial data using local likelihood estimation and a Matérn to spatial autoregressive translation," Environmetrics, John Wiley & Sons, Ltd., vol. 31(6), September.
- Tata Subba Rao & Granville Tunnicliffe Wilson & Joao Jesus & Richard E. Chandler, 2017. "Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 204-224, March.
- Chiranjit Mukherjee & Prasad Kasibhatla & Mike West, 2014. "Spatially varying SAR models and Bayesian inference for high-resolution lattice data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(3), pages 473-494, June.
- Lim, Chae Young & Stein, Michael, 2008. "Properties of spatial cross-periodograms using fixed-domain asymptotics," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 1962-1984, October.
- William J. Browne, 2022. "A celebration of Harvey Goldstein’s lifetime contributions: Memories of working with Harvey Goldstein on multilevel modelling methods and applications," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(3), pages 753-758, July.
- Kleiber, William & Nychka, Douglas, 2012. "Nonstationary modeling for multivariate spatial processes," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 76-91.
- Cheng‐Han Yu & Raquel Prado & Hernando Ombao & Daniel Rowe, 2023. "Bayesian spatiotemporal modeling on complex‐valued fMRI signals via kernel convolutions," Biometrics, The International Biometric Society, vol. 79(2), pages 616-628, June.
- Philipp Otto & Wolfgang Schmid & Robert Garthoff, 2021. "Stochastic properties of spatial and spatiotemporal ARCH models," Statistical Papers, Springer, vol. 62(2), pages 623-638, April.
- Brian J. Reich & Howard H. Chang & Kristen M. Foley, 2014. "A spectral method for spatial downscaling," Biometrics, The International Biometric Society, vol. 70(4), pages 932-942, December.
- V. Simonite & W. J. Browne, 2003. "Estimation of a large cross‐classified multilevel model to study academic achievement in a modular degree course," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 166(1), pages 119-133, February.
More about this item
Keywords
Cross-covariance function; linear model of coregionalization; matric-variate Wishart spatial process; prior parametrization; spatial range; spatially varying process model; 62M30; 62F15;All these keywords.
JEL classification:
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:13:y:2004:i:2:p:263-312. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.