A copula model for non-Gaussian multivariate spatial data
Pavel Krupskii, Marc G Genton
JOURNAL OF MULTIVARIATE ANALYSIS | ELSEVIER INC | Published : 2019
We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the assumption that some factors exist that affect the joint spatial dependence of all measurements of each variable as well as the joint dependence among these variables. The model is parameterized in terms of a cross-covariance function that may be chosen from the many models proposed in the literature. In addition, there are additive factors in the model that allow tail dependence and reflection asymmetry of each variable measured at different locations, and of different variables to be modeled. The proposed approac..View full abstract
This research was supported by the King Abdullah University of Science and Technology (KAUST). The authors would like to thank the associate editor and external referee for their constructive comments that led to an improved presentation.