The dimple in Gneiting's spatial-temporal covariance model

作者：Kent John T^*; Mohammadzadeh Mohsen; Mosammam Ali M

来源：Biometrika, 2011, 98(2): 489-494.

DOI：10.1093/biomet/asr006

• Asymmetry
• Generalized gamma convolution
• Nonseparability
• Self-decomposability
• Thorin class

Gneiting (2002) proposed a nonseparable covariance model for spatial-temporal data. In the present paper we show that in certain circumstances his model possesses a counterintuitive dimple. In some cases, the magnitude of the dimple can be nontrivial.

• 出版日期2011-6