Testing the covariance structure of multivariate random fields
多元随机场协方差结构的检验
There is an increasing wealth of multivariate spatial and multivariate spatio-temporal data appearing. For such data, an important part of model building is an assessment of the properties of the underlying covariance function describing variable, spatial and temporal correlations. In this paper, we propose a methodology to evaluate the appropriateness of several types of common assumptions on multivariate covariance functions in the spatio-temporal context. The methodology…