A spatial skew-Gaussian process with a specified covariance function

Majid Jafari Khaledi, Hamid Zareifard and Hossein Boojari

Statistics & Probability Letters, 2023, vol. 192, issue C

Abstract: Building on a parsimonious class of closed skew-normal distributions, the present study aims at developing a covariance-adjusted skew-Gaussian process. The obtained results revealed that the introduction of skewness does not affect the prespecified correlation structure. Moreover, the shape of the marginal distribution is allowed to vary across space, which offers extreme flexibility in capturing skewness. It also enables the skew-Gaussian process to be adopted to the correlation structure of the data, either stationary or non-stationary. Hence, the approach is shown to enjoy both theoretical and practical advantages.

Keywords: Skewness modeling; Spatial data; Closed skew-normal distribution; Covariance function (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2022.109681

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