A Survey of Spatial Extremes
| Autor: | Daniel Cooley, Jessi Cisewski, Robert J. Erhardt, Elizabeth Mannshardt, Soyoung Jeon, Bernard Oguna Omolo, Ying Sun |
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| Jazyk: | angličtina |
| Rok vydání: | 2012 |
| Předmět: | |
| Zdroj: | Revstat Statistical Journal, Vol 10, Iss 1 (2012) |
| Druh dokumentu: | article |
| ISSN: | 1645-6726 2183-0371 |
| DOI: | 10.57805/revstat.v10i1.114 |
| Popis: | 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. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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