Premium
Recursive Residuals for Multivariate Field Processes
Author(s) -
Tobing H.,
McGilchrist C. A.
Publication year - 1994
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710360108
Subject(s) - multivariate statistics , mathematics , principal component analysis , regression analysis , statistics , field (mathematics) , variable (mathematics) , variance (accounting) , regression , mathematical analysis , accounting , pure mathematics , business
Vector recursive residuals are developed for multivariate regression models on a field. A vector response variable is observed at points on a rectangular grid, together with regression variables measured at the same points. Neighbouring values of the response vector may be correlated and simple models are considered using a direct product structure for the variance matrix. Subsequent to obtaining vector recursive residuals principal component analysis is applied to obtain an evaluation of any changes that may be occurring in the regression relationship over the field. The method is then applied to the problem of detecting zones of bush fire damage and recovery from LANDSAT data.