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Diagnostics for Pairwise Extremal Dependence in Spatial Processes.

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Diagnostics for Pairwise Extremal Dependence in Spatial Processes. / Ancona-Navarrete, Miguel A.; Tawn, Jonathan A.

In: Extremes, Vol. 5, No. 3, 09.2002, p. 271-285.

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Ancona-Navarrete, Miguel A. ; Tawn, Jonathan A. / Diagnostics for Pairwise Extremal Dependence in Spatial Processes. In: Extremes. 2002 ; Vol. 5, No. 3. pp. 271-285.

Bibtex

@article{4573953a3b0d4612a376f0b994c92ca8,
title = "Diagnostics for Pairwise Extremal Dependence in Spatial Processes.",
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.",
keywords = "asymptotic independence - coefficient of tail dependence - extremal dependence - max-stable process - rainfalls - sea-levels - variogram",
author = "Ancona-Navarrete, {Miguel A.} and Tawn, {Jonathan A.}",
year = "2002",
month = "9",
doi = "10.1023/A:1024029128431",
language = "English",
volume = "5",
pages = "271--285",
journal = "Extremes",
issn = "1386-1999",
publisher = "Springer Netherlands",
number = "3",

}

RIS

TY - JOUR

T1 - Diagnostics for Pairwise Extremal Dependence in Spatial Processes.

AU - Ancona-Navarrete, Miguel A.

AU - Tawn, Jonathan A.

PY - 2002/9

Y1 - 2002/9

N2 - 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.

AB - 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.

KW - asymptotic independence - coefficient of tail dependence - extremal dependence - max-stable process - rainfalls - sea-levels - variogram

U2 - 10.1023/A:1024029128431

DO - 10.1023/A:1024029128431

M3 - Journal article

VL - 5

SP - 271

EP - 285

JO - Extremes

JF - Extremes

SN - 1386-1999

IS - 3

ER -