Testing for separability of space-time covariances

Matthew W. Mitchell*, Marc Genton, Marcia L. Gumpertz

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

53 Scopus citations

Abstract

Separable space-time covariance models are often used for modeling in environmental sciences because of their computational benefits. Unfortunately, there are few formal statistical tests for separability. We adapt a likelihood ratio test based on multivariate repeated measures to the spatio-temporal context. We apply this test to an environmental monitoring data set.

Original languageEnglish (US)
Pages (from-to)819-831
Number of pages13
JournalEnvironmetrics
Volume16
Issue number8
DOIs
StatePublished - Dec 1 2005

Keywords

  • Elevated CO
  • FACE
  • Kronecker product
  • Separable space-time covariance

ASJC Scopus subject areas

  • Statistics and Probability
  • Ecological Modeling

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