Abstract

The J-Bessel univariate kernel ? d introduced by Schoenberg plays a central role in the characterization of stationary isotropic covariance models defined in a d-dimensional Euclidean space. In the multivariate setting, a matrix-valued isotropic covariance is a scale mixture of the kernel ? d against a matrix-valued measure that is nondecreasing with respect to matrix inequality. We prove that constructions based on a p-variate kernel [?dij]i,j=1p are feasible for different dimensions dij, at the expense of some parametric restrictions. We illustrate how multivariate covariance models inherit such restrictions and provide new classes of hypergeometric, Matérn, Cauchy and compactly-supported models to illustrate our findings. © 2023, The Author(s) under exclusive licence to Sociedade Brasileira de Matemática Aplicada e Computacional.