Ancona-Navarrete, Miguel A. and Tawn, Jonathan A. (2002) Diagnostics for Pairwise Extremal Dependence in Spatial Processes. Extremes, 5 (3). pp. 271-285. ISSN 1386-1999
Full text not available from this repository.Official URL: http://dx.doi.org/10.1023/A:1024029128431
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.
| Item Type: | Article |
|---|---|
| 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 |
| ID Code: | 9677 |
| Deposited By: | Mrs Yaling Zhang |
| Deposited On: | 19 Jun 2008 09:18 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 18:40 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/9677 |
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