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A spatial skew-Gaussian process with a specified covariance function

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  • Jafari Khaledi, Majid
  • Zareifard, Hamid
  • Boojari, Hossein

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.

Suggested Citation

  • Jafari Khaledi, Majid & Zareifard, Hamid & Boojari, Hossein, 2023. "A spatial skew-Gaussian process with a specified covariance function," Statistics & Probability Letters, Elsevier, vol. 192(C).
    • Handle: RePEc:eee:stapro:v:192:y:2023:i:c:s0167715222001948
    DOI: 10.1016/j.spl.2022.109681
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    References listed on IDEAS

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