Journal of Data Science

Some specific random fields have been studied by many researchers whose finite-dimensional marginal distributions are multivariate closed skewnormal or multivariate extended skew-t, in time and spatial domains. In this paper, a necessary and sufficient condition is provided for applicability of such random field in spatial interpolation, based on the marginal distributions. Two deficiencies of the random fields generated by some well-known multivariate distributions are pointed out and in contrast, a suitable skew and heavy tailed random field is proposed. The efficiency of the proposed random field is illustrated through the interpolation of a real data.