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文章基本信息

  • 标题:A survey of spatial extremes: Measuring spatial dependence and modeling spatial effects
  • 本地全文:下载
  • 作者:Daniel Cooley ; Jessi Cisewski ; Robert J. Erhardt
  • 期刊名称:RevStat : Statistical Journal
  • 印刷版ISSN:1645-6726
  • 出版年度:2012
  • 卷号:10
  • 期号:1
  • 出版社:Instituto Nacional de Estatística
  • 摘要:We survey the current practice of analyzing spatial extreme data, which lies at the intersection of extreme value theory and geostatistics. Characterizations of multivariate max-stable distributions typically assume specific univariate marginal distributions, and their statistical applications generally require capturing the tail behavior of the margins and describing the tail dependence among the components. We review current methodology for spatial extremes analysis, discuss the extension of the finite-dimensional extremes framework to spatial processes, review spatial dependence metrics for extremes, survey current modeling practice for the task of modeling marginal distributions, and then examine max-stable process models and copula approaches for modeling residual spatial dependence after accounting for marginal effects.
  • 关键词:copula; extremal coefficient; hierarchical model; madogram; max-stable process; multi- variate extreme value distribution
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