Capturing multivariate spatial dependence: model, estimate and then predict
RIS ID
98928
Abstract
Physical processes rarely occur in isolation, rather they influence and interact with one another. Thus, there is great benefit in modeling potential dependence between both spatial locations and different processes. It is the interaction between these two dependencies that is the focus of Genton and Kleiber's paper under discussion. We see the problem of ensuring that any multivariate spatial covariance matrix is nonnegative definite as important, but we also see it as a means to an end. That "end" is solving the scientific problem of predicting a multivariate field.
Publication Details
Cressie, N., Burden, S., Davis, W., Krivitsky, P. N., Mokhtarian, P., Suesse, T. & Zammit-Mangion, A. (2015). Capturing multivariate spatial dependence: model, estimate and then predict. Statistical Science: a review journal, 30 (2), 170-175.