Geostatistics of Dependent and Asymptotically Independent Extremes

被引:71
|
作者
Davison, A. C. [1 ]
Huser, R. [1 ]
Thibaud, E. [1 ]
机构
[1] Ecole Polytech Fed Lausanne, EPFL FSB MATHAA STAT, CH-1015 Lausanne, Switzerland
基金
瑞士国家科学基金会;
关键词
Asymptotic independence; Brown-Resnick process; Gaussian process; Generalised Pareto distribution; Max-stable process; Statistics of extremes; LIKELIHOOD INFERENCE; SPATIAL EXTREMES; POINT PROCESS; MULTIVARIATE; MODEL; VALUES; PROBABILITY; FRAMEWORK;
D O I
10.1007/s11004-013-9469-y
中图分类号
P [天文学、地球科学];
学科分类号
07 ;
摘要
Spatial modeling of rare events has obvious applications in the environmental sciences and is crucial when assessing the effects of catastrophic events (such as heatwaves or widespread flooding) on food security and on the sustainability of societal infrastructure. Although classical geostatistics is largely based on Gaussian processes and distributions, these are not appropriate for extremes, for which max-stable and related processes provide more suitable models. This paper provides a brief overview of current work on the statistics of spatial extremes, with an emphasis on the consequences of the assumption of max-stability. Applications to winter minimum temperatures and daily rainfall are described.
引用
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页码:511 / 529
页数:19
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