The F-family of covariance functions : A Matérn analogue for modeling random fields on spheres

Alegría, A. and Cuevas-Pacheco, F. and Diggle, P. and Porcu, E. (2021) The F-family of covariance functions : A Matérn analogue for modeling random fields on spheres. Spatial Statistics, 43: 100512. ISSN 2211-6753

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Abstract

The Matérn family of isotropic covariance functions has been central to the theoretical development and application of statistical models for geospatial data. For global data defined over the whole sphere representing planet Earth, the natural distance between any two locations is the great circle distance. In this setting, the Matérn family of covariance functions has a restriction on the smoothness parameter, making it an unappealing choice to model smooth data. Finding a suitable analogue for modelling data on the sphere is still an open problem. This paper proposes a new family of isotropic covariance functions for random fields defined over the sphere. The proposed family has a parameter that indexes the mean square differentiability of the corresponding Gaussian field, and allows for any admissible range of fractal dimension. Our simulation study mimics the fixed domain asymptotic setting, which is the most natural regime for sampling on a closed and bounded set. As expected, our results support the analogous results (under the same asymptotic scheme) for planar processes that not all parameters can be estimated consistently. We apply the proposed model to a dataset of precipitable water content over a large portion of the Earth, and show that the model gives more precise predictions of the underlying process at unsampled locations than does the Matérn model using chordal distances. © 2021 Elsevier B.V.

Item Type:
Journal Article
Journal or Publication Title:
Spatial Statistics
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1900/1903
Subjects:
?? fractal dimensiongreat circle distancematérn covariance functionmean square differentiabilitycomputers in earth sciencesstatistics and probabilitymanagement, monitoring, policy and law ??
ID Code:
165483
Deposited By:
Deposited On:
02 Feb 2022 15:40
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 21:39