Statistics and Data Science Seminar
Bo Li
Purdue University
An approach to modeling asymmetric multivariate spatial covariance structures
Abstract: We propose a framework in light of the delay effect to model the
asymmetry of multivariate
covariance functions that is often exhibited in real data. This general
approach can
endow any valid symmetric multivariate covariance function with the
ability of modeling
asymmetry and is very easy to implement. Our simulations and real data
examples show
that asymmetric multivariate covariance functions based on our approach
can achieve
remarkable improvements in prediction over symmetric models.
Wednesday September 28, 2011 at 4:00 PM in SEO 636