We introduce a flexible parametric family of matrix-valued covariance functions for multivariate spatial random fields, where each constituent component is a Matérn process. The model parameters are ...

The authors advocate the use of the generalized variance of the sample means-the determinant of the variance-covariance matrix $D(\overline{y})$ of the means-as a ...

Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...