A spatial model based on scale-shape mixtures of the multivariate skew-normal distribution is proposed that generates a range of skewness and kurtosis levels and can induce asymmetric tail dependence.
and Ferracuti, L., 2012
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Exploring the Distributional Properties of the Non-Gaussian Random Field Models
A spatial model based on scale-shape mixtures of the multivariate skew-normal distribution is proposed that generates a range of skewness and kurtosis levels and can induce asymmetric tail dependence.