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Contours and dimple for the Gneiting class of space-time correlation functions

Lookup NU author(s): Professor Emilio Porcu

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Abstract

© 2017 Biometrika Trust. We offer a dual view of the dimple problem related to space-time correlation functions in terms of their contours.We find that the dimple property (Kent et al., 2011) in the Gneiting class of correlations is in oneto-one correspondence with nonmonotonicity of the parametric curve describing the associated contour lines. Further, we show that given such a nonmonotonic parametric curve associated with a given level set, all the other parametric curves at smaller levels inherit the nonmonotonicity. We propose a modified Gneiting class of correlations having monotonically decreasing parametric curves and no dimple along the temporal axis.

Publication metadata

Author(s): Cuevas F, Porcu E, Bevilacqua M

Publication type: Article

Publication status: Published

Journal: Biometrika

Year: 2017

Volume: 104

Issue: 4

Pages: 995-1001

Print publication date: 01/12/2017

Online publication date: 08/09/2017

Acceptance date: 22/10/2016

ISSN (print): 0006-3444

ISSN (electronic): 1464-3510

Publisher: Oxford University Press

URL: https://doi.org/10.1093/biomet/asx048

DOI: 10.1093/biomet/asx048

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