In this paper we propose a highly scalable method for (non-)Gaussian random fields estimation.In particular, we propose a novel (a)symmetric weight function based on nearest neighboursfor the method of maximum weighted composite likelihood based on pairs (WCLP).
The proposed weight function allows estimating massive (up to millions) spatial datasetsand improves the statistical efficiency of the WCLP method using symmetric weights based on distances, as shown in the numerical examples.
As an application of the proposed method we consider the estimation of a novel non-Gaussian random field named Tukey-hh random field that has flexible marginal distributions, possibly skewed and/or heavy-tailed. In an extensive simulation study we explore the statistical efficiency of the proposed nearest neighbours WCLP method with respect to the WCLP method using weights based on distances when estimating the parameters of the Tukey-hh random field.
In the Gaussian case we also compare the proposed method with the Vecchia approximation from computational and statistical viewpoints.Finally, the effectiveness of the proposed methodology is illustrated by estimating a large dataset of mean temperatures in South-America.Our developments have been implemented in an open-source package for the R statistical environment.