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Assessing extremal dependence of environmental spatial fields
Author(s) -
Bel L.,
Bacro J. N.,
Lantuéjoul Ch.
Publication year - 2008
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.863
Subject(s) - estimator , spatial dependence , econometrics , environmental science , statistics , statistical physics , mathematics , physics
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, the performances of several estimators of the extremal coefficient are tested and compared using simulations of various spatial models. Two case studies (annual temperatures in France and precipitations in the French province Burgundy) are also presented. Copyright © 2007 John Wiley & Sons, Ltd.