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Utilize este identificador para referenciar este registo:
http://hdl.handle.net/10314/2706
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| Título: | Regions-madogram in spatial processes |
| Autores: | Fonseca, Cecília
Pereira, Luísa
Martins, Ana Paula
Ferreira, Helena |
| Data: | 2009 |
| Resumo: | Spatial environmental processes often exhibit dependence in their large values. In order to model such processes their dependence properties must be characterized and quantified. In this paper we introduce a regions-madogram, F (A,B), that evaluates the dependence among extreme observations located in two separated regions, A and B, of Z2. We compute the range of this new dependence measure and compare it with extremal coefficients, finding generalizations of the known relations in pairwise approach. The results are illustrated in two max-stable processes: the Schlather’s and the Geometric Gaussian models. |
| URI: | http://hdl.handle.net/10314/2706 |
| Aparece nas Colecções: | Artigos em Revista Internacional (ESTG)
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Ficheiros deste Registo:
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| ceciliaa_fonseca.pdf | | 152Kb | Adobe PDF | Ver/Abrir | |
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