Extended Generalized Skew Laplace Random Field: Spatial Autoregressive and Moving Average Model for Prediction of Missing Data in Skew and Heavy Tailed Data

Abstract

In this paper, we define a spatial skew and heavy-tailed random field by an extended version of multivariate generalized skew Laplace distribution. The Bayesian spatial regression model is developed to explain the spatial data. A simulation study is then carried out to validate and evaluate the performance of the proposed model. The application of this model is also demonstrated in an analysis of a geological real data set.