| Title:
|
Stability and contagion measures for spatial extreme value analyzes (English) |
| Author:
|
Fonseca, Cecília |
| Author:
|
Ferreira, Helena |
| Author:
|
Pereira, Luísa |
| Author:
|
Martins, Ana Paula |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
|
1805-949X (online) |
| Volume:
|
50 |
| Issue:
|
6 |
| Year:
|
2014 |
| Pages:
|
914-928 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
As part of global climate change an accelerated hydrologic cycle (including an increase in heavy precipitation) is anticipated (Trenberth [20, 21]). So, it is of great importance to be able to quantify high-impact hydrologic relationships, for example, the impact that an extreme precipitation (or temperature) in a location has on a surrounding region. Building on the Multivariate Extreme Value Theory we propose a contagion index and a stability index. The contagion index makes it possible to quantify the effect that an exceedance above a high threshold can have on a region. The stability index reflects the expected number of crossings of a high threshold in a region associated to a specific location $i$, given the occurrence of at least one crossing at that location. We will find some relations with well-known extremal dependence measures found in the literature, which will provide immediate estimators. For these estimators an application to the annual maxima precipitation in Portuguese regions is presented. (English) |
| Keyword:
|
spatial extremes |
| Keyword:
|
max-stable processes |
| Keyword:
|
extremal dependence |
| MSC:
|
60G70 |
| MSC:
|
86A05 |
| MSC:
|
86A10 |
| idZBL:
|
Zbl 06416867 |
| idMR:
|
MR3301779 |
| DOI:
|
10.14736/kyb-2014-6-0914 |
| . |
| Date available:
|
2015-01-13T09:52:12Z |
| Last updated:
|
2016-01-03 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/144116 |
| . |
| Reference:
|
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