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Abstract Details
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Activity Number:
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102
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Type:
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Invited
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Date/Time:
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Monday, August 1, 2011 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Statistics and the Environment
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| Abstract - #300145 |
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Title:
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An Approach to Modeling Asymmetric Multivariate Spatial Covariance Structures
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Author(s):
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Bo Li*+ and Heping Zhang
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Companies:
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Purdue University and Yale University
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Address:
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150 North University St., West Lafayette, IN, 47907,
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Keywords:
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Asymmetry ;
Bivariate Matern ;
Intrinsic model ;
Multivariate covariance function ;
Symmetry
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Abstract:
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We propose a framework in light of the delay effect to model the asymmetry of multivariate covariance functions that are often exhibited in real data. This general approach can endow any valid symmetric multivariate covariance function with the ability of modeling asymmetry and is very easy to implement. Our simulations and real data examples show that asymmetric multivariate covariance functions based on our approach can achieve remarkable improvements in prediction over the symmetric model.
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