A new spatial skew-normal random field model
Résumé
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.