A New Spatial Skew-Normal Random Field Model

Author: Allard Denis  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.36, Iss.9, 2007-07, pp. : 1821-1834

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Abstract

Skewness is often present in a wide range of geostatistical problems, and modeling it in the spatial context remains a challenging problem. In this article, we propose and study a new class of spatial skew-normal random fields, defined in terms of the closed multivariate skew-normal distribution. Such fields can be written as the sum of two independent fields: one Gaussian and the other truncated Gaussian. We derive theoretical expressions for the first- and second-order moments, and use them within a method of moments based procedure to estimate the parameters of the model. Data simulated from the model are used to illustrate the methodology developed.