Abstract

Positive definiteness represents an admissibility condition for a function to be a covariance. Nevertheless, the more restricted condition of strict positive definiteness has received attention in literature, especially in spatial statistics, since it ensures that the kriging system has a unique solution. Most known covariance functions are isotropic but there are applications where isotropy is not appropriate, e.g., space-time covariance functions. One way to construct non-isotropic covariance functions is to use a product or a product-sum. In this article, it is given a necessary as well as a sufficient condition for a product of two covariance functions to be strictly positive definite. This result is extended to the well-known product-sum covariance model.

Autore Pugliese

• De Iaco Sandra , Posa Donato

Tutti gli autori

• DE IACO S. , MYERS D. E. , POSA D.

Titolo volume/Rivista

COMMUNICATIONS IN STATISTICS. THEORY AND METHODS

Anno di pubblicazione

2011

ISSN

0361-0926

ISBN

Non Disponibile

Numero di citazioni Wos

Nessuna citazione

Ultimo Aggiornamento Citazioni

Non Disponibile

Numero di citazioni Scopus

9

Ultimo Aggiornamento Citazioni

28/04/2018

Settori ERC

Non Disponibile

Codici ASJC

Non Disponibile