JSM 2011 Online Program

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Abstract Details

Activity Number: 313
Type: Contributed
Date/Time: Tuesday, August 2, 2011 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistics and the Environment
Abstract - #302886
Title: Bayesian Estimation of Multivariate Matern Covariance Parameters
Author(s): Bonnie B. Terry*+ and Jane Harvill
Companies: Baylor University and Baylor University
Address: 101 North 1st street, Cranfills Gap, TX, 76637,
Keywords: Multivariate geostatistics ; Matern covariance function ; Bayesian estimation
Abstract:

Covariance modeling and estimation is key to spatial prediction methods. Univariate techniques have been widely studied and implemented. Often, however, significant gains may be realized from simultaneously modeling the spatial dependance structure of two or more attributes. Gneiting, et al. (2010) develop a valid Matern cross-covariance function for multivariate Gaussian random fields. We employ Bayesian methodology to parameter estimation for the multivariate Matern model.


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