Generalized madogram and pairwise dependence of maxima over two regions of a random field
Cecília Fonseca; Luísa Pereira; Helena Ferreira; Ana Paula Martins
Kybernetika (2015)
- Volume: 51, Issue: 2, page 193-211
- ISSN: 0023-5954
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topFonseca, Cecília, et al. "Generalized madogram and pairwise dependence of maxima over two regions of a random field." Kybernetika 51.2 (2015): 193-211. <http://eudml.org/doc/270128>.
@article{Fonseca2015,
abstract = {Spatial environmental processes often exhibit dependence in their large values. In order to model such processes their dependence properties must be characterized and quantified. In this paper we introduce a measure that evaluates the dependence among extreme observations located in two disjoint sets of locations of $\mathbb \{R\}^2$. We compute the range of this new dependence measure, which extends the existing $\lambda $-madogram concept, and compare it with extremal coefficients, finding generalizations of the known relations in the pairwise approach. Estimators for this measure are introduced and asymptotic normality and strong consistency are shown. An application to the annual maxima precipitation in Portuguese regions is presented.},
author = {Fonseca, Cecília, Pereira, Luísa, Ferreira, Helena, Martins, Ana Paula},
journal = {Kybernetika},
keywords = {max-stable random field; dependence coefficients; extreme values; max-stable random field; dependence coefficients; extreme values},
language = {eng},
number = {2},
pages = {193-211},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Generalized madogram and pairwise dependence of maxima over two regions of a random field},
url = {http://eudml.org/doc/270128},
volume = {51},
year = {2015},
}
TY - JOUR
AU - Fonseca, Cecília
AU - Pereira, Luísa
AU - Ferreira, Helena
AU - Martins, Ana Paula
TI - Generalized madogram and pairwise dependence of maxima over two regions of a random field
JO - Kybernetika
PY - 2015
PB - Institute of Information Theory and Automation AS CR
VL - 51
IS - 2
SP - 193
EP - 211
AB - Spatial environmental processes often exhibit dependence in their large values. In order to model such processes their dependence properties must be characterized and quantified. In this paper we introduce a measure that evaluates the dependence among extreme observations located in two disjoint sets of locations of $\mathbb {R}^2$. We compute the range of this new dependence measure, which extends the existing $\lambda $-madogram concept, and compare it with extremal coefficients, finding generalizations of the known relations in the pairwise approach. Estimators for this measure are introduced and asymptotic normality and strong consistency are shown. An application to the annual maxima precipitation in Portuguese regions is presented.
LA - eng
KW - max-stable random field; dependence coefficients; extreme values; max-stable random field; dependence coefficients; extreme values
UR - http://eudml.org/doc/270128
ER -
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