2019/07/23 by Behzad Mahmoudian, Mahmoudian, Behzad · 1 citation
Environmental Science · Mathematics · #FOS: Mathematics #Hydrology and Drought Analysis #Soil Geostatistics and Mapping #Statistical Methods and Bayesian Inference #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.1907.10114
openalex publication_date 2019/07/23 · openalex created_date 2022/07/28 · openalex updated_date 2026/07/28
In the environmental modeling field, the exploratory analysis of responses\noften exhibits spatial correlation as well as some non-Gaussian attributes such\nas skewness and/or heavy-tailedness. Consequently, we propose a general spatial\nmodel based on scale-shape mixtures of the multivariate skew-normal\ndistribution. Intuitively, it incorporates distinct random effects to account\nfor the spatial dependencies not explained by a simple Gaussian random field\nmodel. Importantly, the proposed model is capable of generating a wide range of\nskewness and kurtosis levels. Meanwhile, we demonstrate that the skewness\nmixing can induce asymmetric tail dependence at sub-asymptotic and/or\nasymptotic levels.\n