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Lookup NU author(s): Professor Emilio Porcu
This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License (CC BY-NC-ND).
© 2018 Elsevier Inc. We study the strict positive definiteness of matrix-valued covariance functions associated to multivariate random fields defined over d-dimensional spheres of the (d+1)-dimensional Euclidean space. Characterization of strict positive definiteness is crucial to both estimation and cokriging prediction in classical geostatistical routines. We provide characterization theorems for high dimensional spheres as well as for the Hilbert sphere. We offer a necessary condition for positive definiteness on the circle. Finally, we discuss a parametric example which might turn to be useful for geostatistical applications.
Author(s): Guella JC, Menegatto VA, Porcu E
Publication type: Article
Publication status: Published
Journal: Journal of Multivariate Analysis
Year: 2018
Volume: 166
Pages: 150-159
Print publication date: 01/07/2018
Online publication date: 10/03/2018
Acceptance date: 14/08/2017
Date deposited: 05/06/2018
ISSN (print): 0047-259X
ISSN (electronic): 1095-7243
Publisher: Academic Press Inc.
URL: https://doi.org/10.1016/j.jmva.2018.03.001
DOI: 10.1016/j.jmva.2018.03.001
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