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Stability and contagion measures for spatial extreme value analyzes

Cecília Fonseca;  Helena Ferreira;  Luísa Pereira;  Ana Paula Martins — 2014

Kybernetika

As part of global climate change an accelerated hydrologic cycle (including an increase in heavy precipitation) is anticipated (Trenberth [20, 21]). So, it is of great importance to be able to quantify high-impact hydrologic relationships, for example, the impact that an extreme precipitation (or temperature) in a location has on a surrounding region. Building on the Multivariate Extreme Value Theory we propose a contagion index and a stability index. The contagion index makes it possible to quantify...

Generalized madogram and pairwise dependence of maxima over two regions of a random field

Cecília Fonseca;  Luísa Pereira;  Helena Ferreira;  Ana Paula Martins — 2015

Kybernetika

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 ℝ 2 . We compute the range of this new dependence measure, which extends the existing λ -madogram concept, and compare it with extremal coefficients, finding generalizations of the known...

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