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Logistic vector random fields with logistic direct...
Journal article

Logistic vector random fields with logistic direct and cross covariances

Abstract

The logistic vector random field is introduced in this paper as a scale mixture of Gaussian vector random fields, and is thus a particular elliptically contoured (spherically invariant) vector random field. Such a logistic vector random field is characterized by its mean function and covariance matrix function just as in the case of Gaussian vector random fields, and so it is flexible enough to allow for any possible mean structure or covariance matrix structure. We also derive covariance matrix functions whose direct and cross covariances are of the logistic type.

Authors

Balakrishnan N; Ma C; Wang R

Journal

Journal of Statistical Planning and Inference, Vol. 161, , pp. 109–118

Publisher

Elsevier

Publication Date

June 1, 2015

DOI

10.1016/j.jspi.2015.01.004

ISSN

0378-3758

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