Diagnostics for pairwise region extremal dependence in random fields

Detalhes bibliográficos
Autor(a) principal: Fonseca, Cecília
Data de Publicação: 2009
Outros Autores: Ferreira, Helena, Pereira, Luísa, Martins, Ana Paula
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10314/2707
Resumo: The coefficient of tail dependence η and a slowly varying function L provide information about pairwise extremal dependence of a max-stable spatial process. They enable to know whether the spatial process is asymptotically dependent, asymptotically independent or independent for any pair of locations i and j. We propose a generalization of such diagnostic tools in order to quantify the dependence for any pair of sets A and B of locations. We illustrate the properties and use of such measures through theoretical examples.
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spelling Diagnostics for pairwise region extremal dependence in random fieldsRandom fieldsExtremal dependence coefficientsTail dependenceThe coefficient of tail dependence η and a slowly varying function L provide information about pairwise extremal dependence of a max-stable spatial process. They enable to know whether the spatial process is asymptotically dependent, asymptotically independent or independent for any pair of locations i and j. We propose a generalization of such diagnostic tools in order to quantify the dependence for any pair of sets A and B of locations. We illustrate the properties and use of such measures through theoretical examples.2016-09-14T15:30:05Z2016-09-142009-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10314/2707http://hdl.handle.net/10314/2707engFonseca, CecíliaFerreira, HelenaPereira, LuísaMartins, Ana Paulainfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-01-14T02:55:44Zoai:bdigital.ipg.pt:10314/2707Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T01:42:12.730322Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Diagnostics for pairwise region extremal dependence in random fields
title Diagnostics for pairwise region extremal dependence in random fields
spellingShingle Diagnostics for pairwise region extremal dependence in random fields
Fonseca, Cecília
Random fields
Extremal dependence coefficients
Tail dependence
title_short Diagnostics for pairwise region extremal dependence in random fields
title_full Diagnostics for pairwise region extremal dependence in random fields
title_fullStr Diagnostics for pairwise region extremal dependence in random fields
title_full_unstemmed Diagnostics for pairwise region extremal dependence in random fields
title_sort Diagnostics for pairwise region extremal dependence in random fields
author Fonseca, Cecília
author_facet Fonseca, Cecília
Ferreira, Helena
Pereira, Luísa
Martins, Ana Paula
author_role author
author2 Ferreira, Helena
Pereira, Luísa
Martins, Ana Paula
author2_role author
author
author
dc.contributor.author.fl_str_mv Fonseca, Cecília
Ferreira, Helena
Pereira, Luísa
Martins, Ana Paula
dc.subject.por.fl_str_mv Random fields
Extremal dependence coefficients
Tail dependence
topic Random fields
Extremal dependence coefficients
Tail dependence
description The coefficient of tail dependence η and a slowly varying function L provide information about pairwise extremal dependence of a max-stable spatial process. They enable to know whether the spatial process is asymptotically dependent, asymptotically independent or independent for any pair of locations i and j. We propose a generalization of such diagnostic tools in order to quantify the dependence for any pair of sets A and B of locations. We illustrate the properties and use of such measures through theoretical examples.
publishDate 2009
dc.date.none.fl_str_mv 2009-01-01T00:00:00Z
2016-09-14T15:30:05Z
2016-09-14
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10314/2707
http://hdl.handle.net/10314/2707
url http://hdl.handle.net/10314/2707
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
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reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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