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Activity Number: 138 - Digging into Models: Statistical Theory Inspired by Environmental Applications
Type: Invited
Date/Time: Tuesday, August 4, 2020 : 10:00 AM to 11:50 AM
Sponsor: Section on Statistics and the Environment
Abstract #309434
Title: The Matérn Covariance Function on the Sphere
Author(s): Emilio Porcu*
Companies: Trinity College at Dublin
Keywords: Great Circle Distance; Fractal Dimension; Matérn Covariance; Random Field; Sphere
Abstract:

The Mat ?ern family of isotropic covariance functions has been central to the theoretical development and application of statistical models for geospatial data. For global data defined over the whole sphere representing planet Earth, the natural distance between any two locations is the great circle distance. In this setting, the Mat ?ern family of covariance functions has a restriction on the smoothness parameter, making it an unappealing choice to model smooth data. Finding a suitable analogue for modelling data on the sphere is still an open problem. This paper proposes a new family of isotropic covariance functions for random fields defined over the sphere. The proposed family has four parameters, one of which indexes the mean square differentiability of the corresponding Gaussian field, and also allows for any admissible range of fractal dimension. Our simulation study mimics the fixed domain asymptotic setting, which is the most natural regime for sampling on a closed and bounded set. As expected, our results support the analogous results (under the same asymptotic scheme) for planar processes that not all parameters can be estimated consistently. We apply the proposed model


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