Diagnostics for Pairwise Extremal Dependence in Spatial Processes.

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

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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:
Journal Article
Journal or Publication Title:
Extremes
Uncontrolled Keywords:
/dk/atira/pure/researchoutput/libraryofcongress/qa
Subjects:
ID Code:
9677
Deposited By:
Users 810 not found.
Deposited On:
19 Jun 2008 08:18
Refereed?:
Yes
Published?:
Published
Last Modified:
26 Jul 2020 00:17