Matrix valued positive definite kernels related to the generalized Aitken's integral for Gaussians
نویسندگان
چکیده
We introduce a method to construct general multivariate positive definite kernels on nonempty set XX that employs prescribed bounded completely monotone function and special functions XX. The is consistent with generalized version of Aitken's integral formula for Gaussians. In the case in which cartesian product, produces nonseparable may be useful interpolation. addition, it can interpreted as an abstract well-established Gneiting's model constructing space-time covariances commonly highly cited literature. Many parametric models discussed statistics particular cases method.
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ژورنال
عنوان ژورنال: Constructive mathematical analysis
سال: 2021
ISSN: ['2651-2939']
DOI: https://doi.org/10.33205/cma.964096