Ancona-Navarrete, Miguel A. and Tawn, Jonathan A. (2002) Diagnostics for Pairwise Extremal Dependence in Spatial Processes. Extremes, 5 (3). pp. 271-285. ISSN 1386-1999Full text not available from this repository.
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.
|Journal or Publication Title:||Extremes|
|Uncontrolled Keywords:||asymptotic independence - coefficient of tail dependence - extremal dependence - max-stable process - rainfalls - sea-levels - variogram|
|Subjects:||Q Science > QA Mathematics|
|Departments:||Faculty of Science and Technology > Mathematics and Statistics|
|Deposited By:||Mrs Yaling Zhang|
|Deposited On:||19 Jun 2008 09:18|
|Last Modified:||01 Aug 2016 00:00|
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