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Evaluation of Tests for Separability and Symmetry of Spatio-temporal Covariance Function
Author(s) -
Elham Behshad,
Mohsen Mohammadzadeh
Publication year - 2011
Publication title -
journal of statistical research of iran
Language(s) - English
Resource type - Journals
ISSN - 1735-1294
DOI - 10.18869/acadpub.jsri.8.1.1
Subject(s) - covariance , covariance function , nonparametric statistics , mathematics , gaussian , symmetry (geometry) , function (biology) , parametric statistics , matérn covariance function , covariance mapping , statistics , covariance intersection , econometrics , physics , geometry , quantum mechanics , evolutionary biology , biology
In recent years, some investigations have been carried out to examine the assumptions like stationarity, symmetry and separability of spatio-temporal covariance function; which would considerably simplify fitting a valid covariance model to the data by parametric and nonparametric methods. In this article, assuming a Gaussian random field, we consider the likelihood ratio separability test, a variety of nonparametric and spectral tests of symmetry and also separability of spatio-temporal covariance function. Comparing the tests of symmetry and separability in a level of scenarios, the best ones would be introduced.

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