Modelling pairwise dependence of maxima in space

被引:76
作者
Naveau, Philippe [1 ]
Guillou, Armelle [2 ]
Cooley, Daniel [3 ]
Diebolt, Jean [4 ]
机构
[1] CNRS, IPSL, LSCE, F-91191 Gif Sur Yvette, France
[2] Univ Strasbourg, Inst Rech Math Avancee, F-67084 Strasbourg, France
[3] Colorado State Univ, Dept Stat, Ft Collins, CO 80523 USA
[4] Univ Marne la Vallee, CNRS, Lab Anal & Math Appl, F-77454 Marne La Vallee, France
基金
美国国家科学基金会;
关键词
Copula; Extreme value theory; Spatial statistic; Variogram; WEAK-CONVERGENCE; EXTREME; MULTIVARIATE;
D O I
10.1093/biomet/asp001
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
We model pairwise dependence of temporal maxima, such as annual maxima of precipitation, that have been recorded in space, either on a regular grid or at irregularly spaced locations. The construction of our estimators stems from the variogram concept. The asymptotic properties of our pairwise dependence estimators are established through properties of empirical processes. The performance of our approach is illustrated by simulations and by the treatment of a real dataset. In addition to bringing new results about the asymptotic behaviour of copula estimators, the latter being linked to first-order variograms, one main advantage of our approach is to propose a simple connection between extreme value theory and geostatistics.
引用
收藏
页码:1 / 17
页数:17
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