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Utilize este identificador para referenciar este registo:
http://hdl.handle.net/10314/2708
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| Título: | Matrices of local dependence between spatial extreme events |
| Autores: | Fonseca, Cecília
Martins, Ana Paula
Pereira, Luísa
Ferreira, Helena |
| Data: | 2009 |
| Resumo: | If a spatial process {Xt}t2Z2 is isotropic then the usual pairwise extremal dependence measures depend only on the distance k i − j k between the locations i and j.
In general, we need to evaluate the spatial dependence in each one of the eight directions of Z2. We shall consider matrices of multivariate tail and extremal coefficients. We table in matrices the degrees of dependence for chosen pairs of sets A and B of locations. The well known relation between the bivariate tail and extremal coefficients can be generalized in this multidirectional approach.
The use of such measure-matrices is illustrated in a particular max-stable random field. |
| URI: | http://hdl.handle.net/10314/2708 |
| Aparece nas Colecções: | Artigos em Revista Internacional (ESTG)
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Ficheiros deste Registo:
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| cecilia_fonseca3.pdf | | 138Kb | Adobe PDF | Ver/Abrir | |
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