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Diagnostics for Pairwise Extremal Dependence in Spatial Processes.

Research output: Contribution to journalJournal article

Published

Journal publication date09/2002
JournalExtremes
Journal number3
Volume5
Number of pages15
Pages271-285
Original languageEnglish

Abstract

A measure of pairwise extremal dependence for spatial processes, that is marginally invariant, is introduced. This measure enables decisions to be made about whether a spatial process is asymptotically dependent, asymptotically independent or independent for any pair of locations, thus it provides fundamental diagnostic information for understanding or modeling the extreme values of a spatial process. We illustrate the properties and use of this measure through theoretical examples and applications in hydrology and oceanography.