On the Flexibility of Multivariate Covariance Models: Comment on the Paper by Genton and Kleiber

TL;DR

This paper discusses the flexibility of multivariate covariance models in geostatistics, providing insights and commentary on the work by Genton and Kleiber regarding cross-covariance functions.

Contribution

It offers a critical analysis and commentary on existing multivariate covariance models, highlighting their flexibility and potential limitations.

Findings

Identifies key aspects of covariance model flexibility

Highlights limitations in current multivariate models

Suggests directions for future research

Abstract

Discussion of "Cross-Covariance Functions for Multivariate Geostatistics" by Genton and Kleiber [arXiv:1507.08017].