Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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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 -