Title: Testing for separability of space–time covariances.
Authors: Matthew W. Mitchell; Marc G. Genton; Marcia L. Gumpertz
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. Copyright © 2005 John Wiley & Sons, Ltd.
Subjects: ANALYSIS of covariance; ENVIRONMENTAL monitoring; ENVIRONMENTAL engineering; POLLUTION measurement
Publication: Environmetrics, 2005, Vol 16, Issue 8, p819
ISSN: 1180-4009
Publication type: Academic Journal
DOI: 10.1002/env.737

Testing for separability of space–time covariances.

Matthew W. Mitchell; Marc G. Genton; Marcia L. Gumpertz