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Biometrika 2006 93(4):989-995; doi:10.1093/biomet/93.4.989
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© 2006 Biometrika Trust

Miscellanea

Studies in the history of probability and statistics XLIX On the Matérn correlation family

Peter Guttorp and Tilmann Gneiting

Department of Statistics, University of Washington, Box 354322, Seattle, Washington 98195, U.S.A. peter{at}stat.washington.edu, tilmann{at}stat.washington.edu


  Abstract

Handcock & Stein (1993) introduced the Matérn family of spatial correlations into statistics as a flexible parametric class with one parameter determining the smoothness of the paths of the underlying spatial field. We document the varied history of this family, which includes contributions by eminent physical scientists and statisticians.

Key Words: Bessel function; Hankel transform; Isotropic; Spatial covariance; Stigler's law.

Received June 2005. Revised February 2006.


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