We adapt the Dagum survival function to become a function of space and time and study its theoretical properties as a covariance in the isotropic case. The resulting Dagum class is proved to have certain interesting mathematical properties and shows smooth behaviour at the origin, which has considerable applicability. A simple extension to the spatio-temporal case is provided and interesting points of comparison arise with other models appearing in literature
Porcu, E., Mateu, J., Zini, A., Pini, R. (2007). Modelling spatio-temporal data: A new variogram and covariance structure proposal. STATISTICS & PROBABILITY LETTERS, 77(1), 83-89 [10.1016/j.spl.2006.05.013].
Modelling spatio-temporal data: A new variogram and covariance structure proposal
ZINI, ALESSANDRO;PINI, RITA
2007
Abstract
We adapt the Dagum survival function to become a function of space and time and study its theoretical properties as a covariance in the isotropic case. The resulting Dagum class is proved to have certain interesting mathematical properties and shows smooth behaviour at the origin, which has considerable applicability. A simple extension to the spatio-temporal case is provided and interesting points of comparison arise with other models appearing in literature
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