Spatial deformation for non-stationary extremal dependence

Richards, Jordan and Wadsworth, Jennifer (2021) Spatial deformation for non-stationary extremal dependence. Environmetrics. ISSN 1180-4009 (In Press)

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Abstract

Modelling the extremal dependence structure of spatial data is considerably easier if that structure is stationary. However, for data observed over large or complicated domains, non-stationarity will often prevail. Current methods for modelling non-stationarity in extremal dependence rely on models that are either computationally difficult to fit or require prior knowledge of covariates. Sampson and Guttorp (1992) proposed a simple technique for handling non-stationarity in spatial dependence by smoothly mapping the sampling locations of the process from the original geographical space to a latent space where stationarity can be reasonably assumed. We present an extension of this method to a spatial extremes framework by considering least squares minimisation of pairwise theoretical and empirical extremal dependence measures. Along with some practical advice on applying these deformations, we provide a detailed simulation study in which we propose three spatial processes with varying degrees of non-stationarity in their extremal and central dependence structures. The methodology is applied to Australian summer temperature extremes and UK precipitation to illustrate its efficacy compared to a naive modelling approach.

Item Type:
Journal Article
Journal or Publication Title:
Environmetrics
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2613
Subjects:
ID Code:
151087
Deposited By:
Deposited On:
26 Jan 2021 14:30
Refereed?:
Yes
Published?:
In Press
Last Modified:
04 Mar 2021 10:23