Park Man Sik, Fuentes Montserrat
Department of Biostatistics, Korea University, Seoul 136-701, Korea.
J Stat Plan Inference. 2008 Oct 1;138(10):2847-2866. doi: 10.1016/j.jspi.2007.10.021.
Symmetry and separability of spatial-temporal covariances are the main assumptions that are frequently taken for granted in most applications because of the simplicity of constructing covariance structure. However, many studies in environmental sciences show that real data have complex spatial-temporal dependency structures resulting from lack of symmetry or violation of other standard assumptions of the covariance function. In this study, we propose new formal tests for lack of symmetry by using spectral representations of the spatial-temporal covariance functions. The advantage of the proposed tests is that classical analysis of variance (ANOVA) models can be used for detecting lack of symmetry inherent in spatial-temporal processes. We evaluate the performance of the tests with simulation studies and we apply them to air pollution data.
时空协方差的对称性和可分离性是大多数应用中经常被视为理所当然的主要假设,因为构建协方差结构很简单。然而,环境科学中的许多研究表明,由于缺乏对称性或违反协方差函数的其他标准假设,实际数据具有复杂的时空依赖结构。在本研究中,我们通过使用时空协方差函数的谱表示,提出了关于缺乏对称性的新的形式检验。所提出检验的优点是,经典方差分析(ANOVA)模型可用于检测时空过程中固有的缺乏对称性的情况。我们通过模拟研究评估了检验的性能,并将其应用于空气污染数据。