Let X1, X2, ⋯, Xn be n independent random variables each distributed uniformly over the interval (0, 1), and let Y0, Y1, ⋯, Yn be the respective lengths of the n + 1 segments into which the unit ...
We introduce a valid parametric family of cross-covariance functions for multivariate spatial random fields where each component has a covariance function from a well-celebrated Matérn class. Unlike ...