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