Skew-Gaussian Random Fields

  title={Skew-Gaussian Random Fields},
  author={Kjartan Rimstad and Henning Omre},
Skewness is often present in a wide range of spatial prediction problems, and modeling it in the spatial context remains a challenging problem. In this study a skew-Gaussian random field is considered. The skew-Gaussian random field is constructed by using the multivariate closed skew-normal distribution, which is a generalization of the traditional normal distribution. We present an MetropolisHastings algorithm for simulating realizations efficiently from the random field, and an algorithm for… CONTINUE READING